Autocorrelation and cross-correlation in time series of homicide and attempted homicide
NASA Astrophysics Data System (ADS)
Machado Filho, A.; da Silva, M. F.; Zebende, G. F.
2014-04-01
We propose in this paper to establish the relationship between homicides and attempted homicides by a non-stationary time-series analysis. This analysis will be carried out by Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), and DCCA cross-correlation coefficient, ρ(n). Through this analysis we can identify a positive cross-correlation between homicides and attempted homicides. At the same time, looked at from the point of view of autocorrelation (DFA), this analysis can be more informative depending on time scale. For short scale (days), we cannot identify auto-correlations, on the scale of weeks DFA presents anti-persistent behavior, and for long time scales (n>90 days) DFA presents a persistent behavior. Finally, the application of this new type of statistical analysis proved to be efficient and, in this sense, this paper can contribute to a more accurate descriptive statistics of crime.
Maximum entropy analysis of polarized fluorescence decay of (E)GFP in aqueous solution
NASA Astrophysics Data System (ADS)
Novikov, Eugene G.; Skakun, Victor V.; Borst, Jan Willem; Visser, Antonie J. W. G.
2018-01-01
The maximum entropy method (MEM) was used for the analysis of polarized fluorescence decays of enhanced green fluorescent protein (EGFP) in buffered water/glycerol mixtures, obtained with time-correlated single-photon counting (Visser et al 2016 Methods Appl. Fluoresc. 4 035002). To this end, we used a general-purpose software module of MEM that was earlier developed to analyze (complex) laser photolysis kinetics of ligand rebinding reactions in oxygen binding proteins. We demonstrate that the MEM software provides reliable results and is easy to use for the analysis of both total fluorescence decay and fluorescence anisotropy decay of aqueous solutions of EGFP. The rotational correlation times of EGFP in water/glycerol mixtures, obtained by MEM as maxima of the correlation-time distributions, are identical to the single correlation times determined by global analysis of parallel and perpendicular polarized decay components. The MEM software is also able to determine homo-FRET in another dimeric GFP, for which the transfer correlation time is an order of magnitude shorter than the rotational correlation time. One important advantage utilizing MEM analysis is that no initial guesses of parameters are required, since MEM is able to select the least correlated solution from the feasible set of solutions.
Effects of Helicity on Lagrangian and Eulerian Time Correlations in Turbulence
NASA Technical Reports Server (NTRS)
Rubinstein, Robert; Zhou, Ye
1998-01-01
Taylor series expansions of turbulent time correlation functions are applied to show that helicity influences Eulerian time correlations more strongly than Lagrangian time correlations: to second order in time, the helicity effect on Lagrangian time correlations vanishes, but the helicity effect on Eulerian time correlations is nonzero. Fourier analysis shows that the helicity effect on Eulerian time correlations is confined to the largest inertial range scales. Some implications for sound radiation by swirling flows are discussed.
Bikondoa, Oier
2017-04-01
Multi-time correlation functions are especially well suited to study non-equilibrium processes. In particular, two-time correlation functions are widely used in X-ray photon correlation experiments on systems out of equilibrium. One-time correlations are often extracted from two-time correlation functions at different sample ages. However, this way of analysing two-time correlation functions is not unique. Here, two methods to analyse two-time correlation functions are scrutinized, and three illustrative examples are used to discuss the implications for the evaluation of the correlation times and functional shape of the correlations.
Multifractal analysis of the Korean agricultural market
NASA Astrophysics Data System (ADS)
Kim, Hongseok; Oh, Gabjin; Kim, Seunghwan
2011-11-01
We have studied the long-term memory effects of the Korean agricultural market using the detrended fluctuation analysis (DFA) method. In general, the return time series of various financial data, including stock indices, foreign exchange rates, and commodity prices, are uncorrelated in time, while the volatility time series are strongly correlated. However, we found that the return time series of Korean agricultural commodity prices are anti-correlated in time, while the volatility time series are correlated. The n-point correlations of time series were also examined, and it was found that a multifractal structure exists in Korean agricultural market prices.
Emerging spectra of singular correlation matrices under small power-map deformations
NASA Astrophysics Data System (ADS)
Vinayak; Schäfer, Rudi; Seligman, Thomas H.
2013-09-01
Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationarity of the underlying time series. This tends to be an assumption of varying and often dubious validity. The validity of the assumption improves as shorter time series are used. If many time series are used, this implies an analysis of highly singular correlation matrices. We attack this problem by using the so-called power map, which was introduced to reduce noise. Its nonlinearity breaks the degeneracy of the zero eigenvalues and we analyze the sensitivity of the so-emerging spectra to correlations. This sensitivity will be demonstrated for uncorrelated and correlated Wishart ensembles.
Emerging spectra of singular correlation matrices under small power-map deformations.
Vinayak; Schäfer, Rudi; Seligman, Thomas H
2013-09-01
Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationarity of the underlying time series. This tends to be an assumption of varying and often dubious validity. The validity of the assumption improves as shorter time series are used. If many time series are used, this implies an analysis of highly singular correlation matrices. We attack this problem by using the so-called power map, which was introduced to reduce noise. Its nonlinearity breaks the degeneracy of the zero eigenvalues and we analyze the sensitivity of the so-emerging spectra to correlations. This sensitivity will be demonstrated for uncorrelated and correlated Wishart ensembles.
Complex-valued time-series correlation increases sensitivity in FMRI analysis.
Kociuba, Mary C; Rowe, Daniel B
2016-07-01
To develop a linear matrix representation of correlation between complex-valued (CV) time-series in the temporal Fourier frequency domain, and demonstrate its increased sensitivity over correlation between magnitude-only (MO) time-series in functional MRI (fMRI) analysis. The standard in fMRI is to discard the phase before the statistical analysis of the data, despite evidence of task related change in the phase time-series. With a real-valued isomorphism representation of Fourier reconstruction, correlation is computed in the temporal frequency domain with CV time-series data, rather than with the standard of MO data. A MATLAB simulation compares the Fisher-z transform of MO and CV correlations for varying degrees of task related magnitude and phase amplitude change in the time-series. The increased sensitivity of the complex-valued Fourier representation of correlation is also demonstrated with experimental human data. Since the correlation description in the temporal frequency domain is represented as a summation of second order temporal frequencies, the correlation is easily divided into experimentally relevant frequency bands for each voxel's temporal frequency spectrum. The MO and CV correlations for the experimental human data are analyzed for four voxels of interest (VOIs) to show the framework with high and low contrast-to-noise ratios in the motor cortex and the supplementary motor cortex. The simulation demonstrates the increased strength of CV correlations over MO correlations for low magnitude contrast-to-noise time-series. In the experimental human data, the MO correlation maps are noisier than the CV maps, and it is more difficult to distinguish the motor cortex in the MO correlation maps after spatial processing. Including both magnitude and phase in the spatial correlation computations more accurately defines the correlated left and right motor cortices. Sensitivity in correlation analysis is important to preserve the signal of interest in fMRI data sets with high noise variance, and avoid excessive processing induced correlation. Copyright © 2016 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene
2015-06-01
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.
Hu, Jing; Zheng, Yi; Gao, Jianbo
2013-01-01
Understanding the causal relation between neural inputs and movements is very important for the success of brain-machine interfaces (BMIs). In this study, we analyze 104 neurons’ firings using statistical, information theoretic, and fractal analysis. The latter include Fano factor analysis, multifractal adaptive fractal analysis (MF-AFA), and wavelet multifractal analysis. We find neuronal firings are highly non-stationary, and Fano factor analysis always indicates long-range correlations in neuronal firings, irrespective of whether those firings are correlated with movement trajectory or not, and thus does not reveal any actual correlations between neural inputs and movements. On the other hand, MF-AFA and wavelet multifractal analysis clearly indicate that when neuronal firings are not well correlated with movement trajectory, they do not have or only have weak temporal correlations. When neuronal firings are well correlated with movements, they are characterized by very strong temporal correlations, up to a time scale comparable to the average time between two successive reaching tasks. This suggests that neurons well correlated with hand trajectory experienced a “re-setting” effect at the start of each reaching task, in the sense that within the movement correlated neurons the spike trains’ long-range dependences persisted about the length of time the monkey used to switch between task executions. A new task execution re-sets their activity, making them only weakly correlated with their prior activities on longer time scales. We further discuss the significance of the coalition of those important neurons in executing cortical control of prostheses. PMID:24130549
Generalized Correlation Coefficient for Non-Parametric Analysis of Microarray Time-Course Data.
Tan, Qihua; Thomassen, Mads; Burton, Mark; Mose, Kristian Fredløv; Andersen, Klaus Ejner; Hjelmborg, Jacob; Kruse, Torben
2017-06-06
Modeling complex time-course patterns is a challenging issue in microarray study due to complex gene expression patterns in response to the time-course experiment. We introduce the generalized correlation coefficient and propose a combinatory approach for detecting, testing and clustering the heterogeneous time-course gene expression patterns. Application of the method identified nonlinear time-course patterns in high agreement with parametric analysis. We conclude that the non-parametric nature in the generalized correlation analysis could be an useful and efficient tool for analyzing microarray time-course data and for exploring the complex relationships in the omics data for studying their association with disease and health.
NASA Astrophysics Data System (ADS)
Manimaran, P.; Narayana, A. C.
2018-07-01
In this paper, we study the multifractal characteristics and cross-correlation behaviour of Air Pollution Index (API) time series data through multifractal detrended cross-correlation analysis method. We analyse the daily API records of nine air pollutants of the university of Hyderabad campus for a period of three years (2013-2016). The cross-correlation behaviour has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, it is found that the cross-correlation analysis shows anti-correlation behaviour for all possible 36 bivariate time series. We also observe the existence of multifractal nature in all the bivariate time series in which many of them show strong multifractal behaviour. In particular, the hazardous particulate matter PM2.5 and inhalable particulate matter PM10 shows anti-correlated behaviour with all air pollutants.
NASA Astrophysics Data System (ADS)
Cristescu, Constantin P.; Stan, Cristina; Scarlat, Eugen I.; Minea, Teofil; Cristescu, Cristina M.
2012-04-01
We present a novel method for the parameter oriented analysis of mutual correlation between independent time series or between equivalent structures such as ordered data sets. The proposed method is based on the sliding window technique, defines a new type of correlation measure and can be applied to time series from all domains of science and technology, experimental or simulated. A specific parameter that can characterize the time series is computed for each window and a cross correlation analysis is carried out on the set of values obtained for the time series under investigation. We apply this method to the study of some currency daily exchange rates from the point of view of the Hurst exponent and the intermittency parameter. Interesting correlation relationships are revealed and a tentative crisis prediction is presented.
NASA Astrophysics Data System (ADS)
Nakahara, Hisashi
2015-02-01
For monitoring temporal changes in subsurface structures I propose to use auto correlation functions of coda waves from local earthquakes recorded at surface receivers, which probably contain more body waves than surface waves. Use of coda waves requires earthquakes resulting in decreased time resolution for monitoring. Nonetheless, it may be possible to monitor subsurface structures in sufficient time resolutions in regions with high seismicity. In studying the 2011 Tohoku-Oki, Japan earthquake (Mw 9.0), for which velocity changes have been previously reported, I try to validate the method. KiK-net stations in northern Honshu are used in this analysis. For each moderate earthquake normalized auto correlation functions of surface records are stacked with respect to time windows in the S-wave coda. Aligning the stacked, normalized auto correlation functions with time, I search for changes in phases arrival times. The phases at lag times of <1 s are studied because changes at shallow depths are focused. Temporal variations in the arrival times are measured at the stations based on the stretching method. Clear phase delays are found to be associated with the mainshock and to gradually recover with time. The amounts of the phase delays are 10 % on average with the maximum of about 50 % at some stations. The deconvolution analysis using surface and subsurface records at the same stations is conducted for validation. The results show the phase delays from the deconvolution analysis are slightly smaller than those from the auto correlation analysis, which implies that the phases on the auto correlations are caused by larger velocity changes at shallower depths. The auto correlation analysis seems to have an accuracy of about several percent, which is much larger than methods using earthquake doublets and borehole array data. So this analysis might be applicable in detecting larger changes. In spite of these disadvantages, this analysis is still attractive because it can be applied to many records on the surface in regions where no boreholes are available.
Multiscale multifractal detrended cross-correlation analysis of financial time series
NASA Astrophysics Data System (ADS)
Shi, Wenbin; Shang, Pengjian; Wang, Jing; Lin, Aijing
2014-06-01
In this paper, we introduce a method called multiscale multifractal detrended cross-correlation analysis (MM-DCCA). The method allows us to extend the description of the cross-correlation properties between two time series. MM-DCCA may provide new ways of measuring the nonlinearity of two signals, and it helps to present much richer information than multifractal detrended cross-correlation analysis (MF-DCCA) by sweeping all the range of scale at which the multifractal structures of complex system are discussed. Moreover, to illustrate the advantages of this approach we make use of the MM-DCCA to analyze the cross-correlation properties between financial time series. We show that this new method can be adapted to investigate stock markets under investigation. It can provide a more faithful and more interpretable description of the dynamic mechanism between financial time series than traditional MF-DCCA. We also propose to reduce the scale ranges to analyze short time series, and some inherent properties which remain hidden when a wide range is used may exhibit perfectly in this way.
Yuan, Naiming; Fu, Zuntao; Zhang, Huan; Piao, Lin; Xoplaki, Elena; Luterbacher, Juerg
2015-01-01
In this paper, a new method, detrended partial-cross-correlation analysis (DPCCA), is proposed. Based on detrended cross-correlation analysis (DCCA), this method is improved by including partial-correlation technique, which can be applied to quantify the relations of two non-stationary signals (with influences of other signals removed) on different time scales. We illustrate the advantages of this method by performing two numerical tests. Test I shows the advantages of DPCCA in handling non-stationary signals, while Test II reveals the “intrinsic” relations between two considered time series with potential influences of other unconsidered signals removed. To further show the utility of DPCCA in natural complex systems, we provide new evidence on the winter-time Pacific Decadal Oscillation (PDO) and the winter-time Nino3 Sea Surface Temperature Anomaly (Nino3-SSTA) affecting the Summer Rainfall over the middle-lower reaches of the Yangtze River (SRYR). By applying DPCCA, better significant correlations between SRYR and Nino3-SSTA on time scales of 6 ~ 8 years are found over the period 1951 ~ 2012, while significant correlations between SRYR and PDO on time scales of 35 years arise. With these physically explainable results, we have confidence that DPCCA is an useful method in addressing complex systems. PMID:25634341
Frequency-phase analysis of resting-state functional MRI
Goelman, Gadi; Dan, Rotem; Růžička, Filip; Bezdicek, Ondrej; Růžička, Evžen; Roth, Jan; Vymazal, Josef; Jech, Robert
2017-01-01
We describe an analysis method that characterizes the correlation between coupled time-series functions by their frequencies and phases. It provides a unified framework for simultaneous assessment of frequency and latency of a coupled time-series. The analysis is demonstrated on resting-state functional MRI data of 34 healthy subjects. Interactions between fMRI time-series are represented by cross-correlation (with time-lag) functions. A general linear model is used on the cross-correlation functions to obtain the frequencies and phase-differences of the original time-series. We define symmetric, antisymmetric and asymmetric cross-correlation functions that correspond respectively to in-phase, 90° out-of-phase and any phase difference between a pair of time-series, where the last two were never introduced before. Seed maps of the motor system were calculated to demonstrate the strength and capabilities of the analysis. Unique types of functional connections, their dominant frequencies and phase-differences have been identified. The relation between phase-differences and time-delays is shown. The phase-differences are speculated to inform transfer-time and/or to reflect a difference in the hemodynamic response between regions that are modulated by neurotransmitters concentration. The analysis can be used with any coupled functions in many disciplines including electrophysiology, EEG or MEG in neuroscience. PMID:28272522
NASA Astrophysics Data System (ADS)
Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita
2016-12-01
The manuscript studies autocorrelation and cross correlation of SENSEX fluctuations and Forex Exchange Rate in respect to Indian scenario. Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly cross correlated. The change of degree of cross correlation with time was studied and the results are interpreted qualitatively.
NASA Astrophysics Data System (ADS)
Huang, D.; Wang, G.
2014-12-01
Stochastic simulation of spatially distributed ground-motion time histories is important for performance-based earthquake design of geographically distributed systems. In this study, we develop a novel technique to stochastically simulate regionalized ground-motion time histories using wavelet packet analysis. First, a transient acceleration time history is characterized by wavelet-packet parameters proposed by Yamamoto and Baker (2013). The wavelet-packet parameters fully characterize ground-motion time histories in terms of energy content, time- frequency-domain characteristics and time-frequency nonstationarity. This study further investigates the spatial cross-correlations of wavelet-packet parameters based on geostatistical analysis of 1500 regionalized ground motion data from eight well-recorded earthquakes in California, Mexico, Japan and Taiwan. The linear model of coregionalization (LMC) is used to develop a permissible spatial cross-correlation model for each parameter group. The geostatistical analysis of ground-motion data from different regions reveals significant dependence of the LMC structure on regional site conditions, which can be characterized by the correlation range of Vs30 in each region. In general, the spatial correlation and cross-correlation of wavelet-packet parameters are stronger if the site condition is more homogeneous. Using the regional-specific spatial cross-correlation model and cokriging technique, wavelet packet parameters at unmeasured locations can be best estimated, and regionalized ground-motion time histories can be synthesized. Case studies and blind tests demonstrated that the simulated ground motions generally agree well with the actual recorded data, if the influence of regional-site conditions is considered. The developed method has great potential to be used in computational-based seismic analysis and loss estimation in a regional scale.
On the equivalence of the RTI and SVM approaches to time correlated analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Croft, S.; Favalli, A.; Henzlova, D.
2014-11-21
Recently two papers on how to perform passive neutron auto-correlation analysis on time gated histograms formed from pulse train data, generically called time correlation analysis (TCA), have appeared in this journal [1,2]. For those of us working in international nuclear safeguards these treatments are of particular interest because passive neutron multiplicity counting is a widely deployed technique for the quantification of plutonium. The purpose of this letter is to show that the skewness-variance-mean (SVM) approach developed in [1] is equivalent in terms of assay capability to the random trigger interval (RTI) analysis laid out in [2]. Mathematically we could alsomore » use other numerical ways to extract the time correlated information from the histogram data including for example what we might call the mean, mean square, and mean cube approach. The important feature however, from the perspective of real world applications, is that the correlated information extracted is the same, and subsequently gets interpreted in the same way based on the same underlying physics model.« less
Phase Time and Envelope Time in Time-Distance Analysis and Acoustic Imaging
NASA Technical Reports Server (NTRS)
Chou, Dean-Yi; Duvall, Thomas L.; Sun, Ming-Tsung; Chang, Hsiang-Kuang; Jimenez, Antonio; Rabello-Soares, Maria Cristina; Ai, Guoxiang; Wang, Gwo-Ping; Goode Philip; Marquette, William;
1999-01-01
Time-distance analysis and acoustic imaging are two related techniques to probe the local properties of solar interior. In this study, we discuss the relation of phase time and envelope time between the two techniques. The location of the envelope peak of the cross correlation function in time-distance analysis is identified as the travel time of the wave packet formed by modes with the same w/l. The phase time of the cross correlation function provides information of the phase change accumulated along the wave path, including the phase change at the boundaries of the mode cavity. The acoustic signals constructed with the technique of acoustic imaging contain both phase and intensity information. The phase of constructed signals can be studied by computing the cross correlation function between time series constructed with ingoing and outgoing waves. In this study, we use the data taken with the Taiwan Oscillation Network (TON) instrument and the Michelson Doppler Imager (MDI) instrument. The analysis is carried out for the quiet Sun. We use the relation of envelope time versus distance measured in time-distance analyses to construct the acoustic signals in acoustic imaging analyses. The phase time of the cross correlation function of constructed ingoing and outgoing time series is twice the difference between the phase time and envelope time in time-distance analyses as predicted. The envelope peak of the cross correlation function between constructed ingoing and outgoing time series is located at zero time as predicted for results of one-bounce at 3 mHz for all four data sets and two-bounce at 3 mHz for two TON data sets. But it is different from zero for other cases. The cause of the deviation of the envelope peak from zero is not known.
Wang, Fang; Wang, Lin; Chen, Yuming
2017-08-31
In order to investigate the time-dependent cross-correlations of fine particulate (PM2.5) series among neighboring cities in Northern China, in this paper, we propose a new cross-correlation coefficient, the time-lagged q-L dependent height crosscorrelation coefficient (denoted by p q (τ, L)), which incorporates the time-lag factor and the fluctuation amplitude information into the analogous height cross-correlation analysis coefficient. Numerical tests are performed to illustrate that the newly proposed coefficient ρ q (τ, L) can be used to detect cross-correlations between two series with time lags and to identify different range of fluctuations at which two series possess cross-correlations. Applying the new coefficient to analyze the time-dependent cross-correlations of PM2.5 series between Beijing and the three neighboring cities of Tianjin, Zhangjiakou, and Baoding, we find that time lags between the PM2.5 series with larger fluctuations are longer than those between PM2.5 series withsmaller fluctuations. Our analysis also shows that cross-correlations between the PM2.5 series of two neighboring cities are significant and the time lags between two PM2.5 series of neighboring cities are significantly non-zero. These findings providenew scientific support on the view that air pollution in neighboring cities can affect one another not simultaneously but with a time lag.
NASA Astrophysics Data System (ADS)
Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.
2014-12-01
We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q<0 and greater than GHE when q>0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.
NASA Astrophysics Data System (ADS)
Yuan, Naiming; Xoplaki, Elena; Zhu, Congwen; Luterbacher, Juerg
2016-06-01
In this paper, two new methods, Temporal evolution of Detrended Cross-Correlation Analysis (TDCCA) and Temporal evolution of Detrended Partial-Cross-Correlation Analysis (TDPCCA), are proposed by generalizing DCCA and DPCCA. Applying TDCCA/TDPCCA, it is possible to study correlations on multi-time scales and over different periods. To illustrate their properties, we used two climatological examples: i) Global Sea Level (GSL) versus North Atlantic Oscillation (NAO); and ii) Summer Rainfall over Yangtze River (SRYR) versus previous winter Pacific Decadal Oscillation (PDO). We find significant correlations between GSL and NAO on time scales of 60 to 140 years, but the correlations are non-significant between 1865-1875. As for SRYR and PDO, significant correlations are found on time scales of 30 to 35 years, but the correlations are more pronounced during the recent 30 years. By combining TDCCA/TDPCCA and DCCA/DPCCA, we proposed a new correlation-detection system, which compared to traditional methods, can objectively show how two time series are related (on which time scale, during which time period). These are important not only for diagnosis of complex system, but also for better designs of prediction models. Therefore, the new methods offer new opportunities for applications in natural sciences, such as ecology, economy, sociology and other research fields.
NASA Astrophysics Data System (ADS)
Ryabinin, Gennadiy; Gavrilov, Valeriy; Polyakov, Yuriy; Timashev, Serge
2012-06-01
We propose a new type of earthquake precursor based on the analysis of correlation dynamics between geophysical signals of different nature. The precursor is found using a two-parameter cross-correlation function introduced within the framework of flicker-noise spectroscopy, a general statistical physics approach to the analysis of time series. We consider an example of cross-correlation analysis for water salinity time series, an integral characteristic of the chemical composition of groundwater, and geoacoustic emissions recorded at the G-1 borehole on the Kamchatka peninsula in the time frame from 2001 to 2003, which is characterized by a sequence of three groups of significant seismic events. We found that cross-correlation precursors took place 27, 31, and 35 days ahead of the strongest earthquakes for each group of seismic events, respectively. At the same time, precursory anomalies in the signals themselves were observed only in the geoacoustic emissions for one group of earthquakes.
Multifractal detrended cross-correlation analysis for two nonstationary signals.
Zhou, Wei-Xing
2008-06-01
We propose a method called multifractal detrended cross-correlation analysis to investigate the multifractal behaviors in the power-law cross-correlations between two time series or higher-dimensional quantities recorded simultaneously, which can be applied to diverse complex systems such as turbulence, finance, ecology, physiology, geophysics, and so on. The method is validated with cross-correlated one- and two-dimensional binomial measures and multifractal random walks. As an example, we illustrate the method by analyzing two financial time series.
NASA Astrophysics Data System (ADS)
Nakahara, H.
2013-12-01
For monitoring temporal changes in subsurface structures, I propose to use auto correlation functions of coda waves from local earthquakes recorded at surface receivers, which probably contain more body waves than surface waves. Because the use of coda waves requires earthquakes, time resolution for monitoring decreases. But at regions with high seismicity, it may be possible to monitor subsurface structures in sufficient time resolutions. Studying the 2011 Tohoku-Oki (Mw 9.0), Japan, earthquake for which velocity changes have been already reported by previous studies, I try to validate the method. KiK-net stations in northern Honshu are used in the analysis. For each moderate earthquake, normalized auto correlation functions of surface records are stacked with respect to time windows in S-wave coda. Aligning the stacked normalized auto correlation functions with time, I search for changes in arrival times of phases. The phases at lag times of less than 1s are studied because changes at shallow depths are focused. Based on the stretching method, temporal variations in the arrival times are measured at the stations. Clear phase delays are found to be associated with the mainshock and to gradually recover with time. Amounts of the phase delays are in the order of 10% on average with the maximum of about 50% at some stations. For validation, the deconvolution analysis using surface and subsurface records at the same stations are conducted. The results show that the phase delays from the deconvolution analysis are slightly smaller than those from the auto correlation analysis, which implies that the phases on the auto correlations are caused by larger velocity changes at shallower depths. The auto correlation analysis seems to have an accuracy of about several percents, which is much larger than methods using earthquake doublets and borehole array data. So this analysis might be applicable to detect larger changes. In spite of these disadvantages, this analysis is still attractive because it can be applied to many records on the surface in regions where no boreholes are available. Acknowledgements: Seismograms recorded by KiK-net managed by National Research Institute for Earth Science and Disaster Prevention (NIED) were used in this study. This study was partially supported by JST J-RAPID program and JSPS KAKENHI Grant Numbers 24540449 and 23540449.
Parameter Optimization for Selected Correlation Analysis of Intracranial Pathophysiology.
Faltermeier, Rupert; Proescholdt, Martin A; Bele, Sylvia; Brawanski, Alexander
2015-01-01
Recently we proposed a mathematical tool set, called selected correlation analysis, that reliably detects positive and negative correlations between arterial blood pressure (ABP) and intracranial pressure (ICP). Such correlations are associated with severe impairment of the cerebral autoregulation and intracranial compliance, as predicted by a mathematical model. The time resolved selected correlation analysis is based on a windowing technique combined with Fourier-based coherence calculations and therefore depends on several parameters. For real time application of this method at an ICU it is inevitable to adjust this mathematical tool for high sensitivity and distinct reliability. In this study, we will introduce a method to optimize the parameters of the selected correlation analysis by correlating an index, called selected correlation positive (SCP), with the outcome of the patients represented by the Glasgow Outcome Scale (GOS). For that purpose, the data of twenty-five patients were used to calculate the SCP value for each patient and multitude of feasible parameter sets of the selected correlation analysis. It could be shown that an optimized set of parameters is able to improve the sensitivity of the method by a factor greater than four in comparison to our first analyses.
Parameter Optimization for Selected Correlation Analysis of Intracranial Pathophysiology
Faltermeier, Rupert; Proescholdt, Martin A.; Bele, Sylvia; Brawanski, Alexander
2015-01-01
Recently we proposed a mathematical tool set, called selected correlation analysis, that reliably detects positive and negative correlations between arterial blood pressure (ABP) and intracranial pressure (ICP). Such correlations are associated with severe impairment of the cerebral autoregulation and intracranial compliance, as predicted by a mathematical model. The time resolved selected correlation analysis is based on a windowing technique combined with Fourier-based coherence calculations and therefore depends on several parameters. For real time application of this method at an ICU it is inevitable to adjust this mathematical tool for high sensitivity and distinct reliability. In this study, we will introduce a method to optimize the parameters of the selected correlation analysis by correlating an index, called selected correlation positive (SCP), with the outcome of the patients represented by the Glasgow Outcome Scale (GOS). For that purpose, the data of twenty-five patients were used to calculate the SCP value for each patient and multitude of feasible parameter sets of the selected correlation analysis. It could be shown that an optimized set of parameters is able to improve the sensitivity of the method by a factor greater than four in comparison to our first analyses. PMID:26693250
Review of correlation techniques
NASA Technical Reports Server (NTRS)
Bowhill, S. A.
1983-01-01
Correlation analysis in MST radar to determine the scattered power, Doppler frequency and correlation time for a noisy signal is examined. It is assumed that coherent detection was employed, with two accurately balanced quadrature receiving channels and that coherent integration is performed with a window length significantly less than the correlation time of the signal.
Time Correlations of Lightning Flash Sequences in Thunderstorms Revealed by Fractal Analysis
NASA Astrophysics Data System (ADS)
Gou, Xueqiang; Chen, Mingli; Zhang, Guangshu
2018-01-01
By using the data of lightning detection and ranging system at the Kennedy Space Center, the temporal fractal and correlation of interevent time series of lightning flash sequences in thunderstorms have been investigated with Allan factor (AF), Fano factor (FF), and detrended fluctuation analysis (DFA) methods. AF, FF, and DFA methods are powerful tools to detect the time-scaling structures and correlations in point processes. Totally 40 thunderstorms with distinguishing features of a single-cell storm and apparent increase and decrease in the total flash rate were selected for the analysis. It is found that the time-scaling exponents for AF (
Precise terrestrial time: A means for improved ballistic missile guidance analysis
NASA Technical Reports Server (NTRS)
Ehrsam, E. E.; Cresswell, S. A.; Mckelvey, G. R.; Matthews, F. L.
1978-01-01
An approach developed to improve the ground instrumentation time tagging accuracy and adapted to support the Minuteman ICBM program is desired. The Timing Insertion Unit (TIU) technique produces a telemetry data time tagging resolution of one tenth of a microsecond, with a relative intersite accuracy after corrections and velocity data (range, azimuth, elevation and range rate) also used in missile guidance system analysis can be correlated to within ten microseconds of the telemetry guidance data. This requires precise timing synchronization between the metric and telemetry instrumentation sites. The timing synchronization can be achieved by using the radar automatic phasing system time correlation methods. Other time correlation techniques such as Television (TV) Line-10 and the Geostationary Operational Environmental Satellites (GEOS) terrestial timing receivers are also considered.
Revealing time bunching effect in single-molecule enzyme conformational dynamics.
Lu, H Peter
2011-04-21
In this perspective, we focus our discussion on how the single-molecule spectroscopy and statistical analysis are able to reveal enzyme hidden properties, taking the study of T4 lysozyme as an example. Protein conformational fluctuations and dynamics play a crucial role in biomolecular functions, such as in enzymatic reactions. Single-molecule spectroscopy is a powerful approach to analyze protein conformational dynamics under physiological conditions, providing dynamic perspectives on a molecular-level understanding of protein structure-function mechanisms. Using single-molecule fluorescence spectroscopy, we have probed T4 lysozyme conformational motions under the hydrolysis reaction of a polysaccharide of E. coli B cell walls by monitoring the fluorescence resonant energy transfer (FRET) between a donor-acceptor probe pair tethered to T4 lysozyme domains involving open-close hinge-bending motions. Based on the single-molecule spectroscopic results, molecular dynamics simulation, a random walk model analysis, and a novel 2D statistical correlation analysis, we have revealed a time bunching effect in protein conformational motion dynamics that is critical to enzymatic functions. Bunching effect implies that conformational motion times tend to bunch in a finite and narrow time window. We show that convoluted multiple Poisson rate processes give rise to the bunching effect in the enzymatic reaction dynamics. Evidently, the bunching effect is likely common in protein conformational dynamics involving in conformation-gated protein functions. In this perspective, we will also discuss a new approach of 2D regional correlation analysis capable of analyzing fluctuation dynamics of complex multiple correlated and anti-correlated fluctuations under a non-correlated noise background. Using this new method, we are able to map out any defined segments along the fluctuation trajectories and determine whether they are correlated, anti-correlated, or non-correlated; after which, a cross correlation analysis can be applied for each specific segment to obtain a detailed fluctuation dynamics analysis.
NASA Astrophysics Data System (ADS)
Ferrera, Elisabetta; Giammanco, Salvatore; Cannata, Andrea; Montalto, Placido
2013-04-01
From November 2009 to April 2011 soil radon activity was continuously monitored using a Barasol® probe located on the upper NE flank of Mt. Etna volcano, close either to the Piano Provenzana fault or to the NE-Rift. Seismic and volcanological data have been analyzed together with radon data. We also analyzed air and soil temperature, barometric pressure, snow and rain fall data. In order to find possible correlations among the above parameters, and hence to reveal possible anomalies in the radon time-series, we used different statistical methods: i) multivariate linear regression; ii) cross-correlation; iii) coherence analysis through wavelet transform. Multivariate regression indicated a modest influence on soil radon from environmental parameters (R2 = 0.31). When using 100-days time windows, the R2 values showed wide variations in time, reaching their maxima (~0.63-0.66) during summer. Cross-correlation analysis over 100-days moving averages showed that, similar to multivariate linear regression analysis, the summer period is characterised by the best correlation between radon data and environmental parameters. Lastly, the wavelet coherence analysis allowed a multi-resolution coherence analysis of the time series acquired. This approach allows to study the relations among different signals either in time or frequency domain. It confirmed the results of the previous methods, but also allowed to recognize correlations between radon and environmental parameters at different observation scales (e.g., radon activity changed during strong precipitations, but also during anomalous variations of soil temperature uncorrelated with seasonal fluctuations). Our work suggests that in order to make an accurate analysis of the relations among distinct signals it is necessary to use different techniques that give complementary analytical information. In particular, the wavelet analysis showed to be very effective in discriminating radon changes due to environmental influences from those correlated with impending seismic or volcanic events.
Within-Subject Correlation Analysis to Detect Functional Areas Associated With Response Inhibition.
Yamasaki, Tomoko; Ogawa, Akitoshi; Osada, Takahiro; Jimura, Koji; Konishi, Seiki
2018-01-01
Functional areas in fMRI studies are often detected by brain-behavior correlation, calculating across-subject correlation between the behavioral index and the brain activity related to a function of interest. Within-subject correlation analysis is also employed in a single subject level, which utilizes cognitive fluctuations in a shorter time period by correlating the behavioral index with the brain activity across trials. In the present study, the within-subject analysis was applied to the stop-signal task, a standard task to probe response inhibition, where efficiency of response inhibition can be evaluated by the stop-signal reaction time (SSRT). Since the SSRT is estimated, by definition, not in a trial basis but from pooled trials, the correlation across runs was calculated between the SSRT and the brain activity related to response inhibition. The within-subject correlation revealed negative correlations in the anterior cingulate cortex and the cerebellum. Moreover, the dissociation pattern was observed in the within-subject analysis when earlier vs. later parts of the runs were analyzed: negative correlation was dominant in earlier runs, whereas positive correlation was dominant in later runs. Regions of interest analyses revealed that the negative correlation in the anterior cingulate cortex, but not in the cerebellum, was dominant in earlier runs, suggesting multiple mechanisms associated with inhibitory processes that fluctuate on a run-by-run basis. These results indicate that the within-subject analysis compliments the across-subject analysis by highlighting different aspects of cognitive/affective processes related to response inhibition.
NASA Astrophysics Data System (ADS)
OświÈ©cimka, Paweł; Livi, Lorenzo; DroŻdŻ, Stanisław
2016-10-01
We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased random walks. We consider three vertex properties that provide, respectively, short-, medium-, and long-range information regarding the topological role of vertices in a given network. In order to reveal the relation between these quantities, we applied the multifractal cross-correlation analysis technique, which provides information about the nonlinear effects in coupling of time series. We show that the considered network models are characterized by unique multifractal properties of the cross-correlation. In particular, it is possible to distinguish between Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks on the basis of fractal cross-correlation. Moreover, the analysis of protein contact networks reveals characteristics shared with both scale-free and small-world models.
NASA Astrophysics Data System (ADS)
Giammanco, S.; Ferrera, E.; Cannata, A.; Montalto, P.; Neri, M.
2013-12-01
From November 2009 to April 2011 soil radon activity was continuously monitored using a Barasol probe located on the upper NE flank of Mt. Etna volcano (Italy), close both to the Piano Provenzana fault and to the NE-Rift. Seismic, volcanological and radon data were analysed together with data on environmental parameters, such as air and soil temperature, barometric pressure, snow and rain fall. In order to find possible correlations among the above parameters, and hence to reveal possible anomalous trends in the radon time-series, we used different statistical methods: i) multivariate linear regression; ii) cross-correlation; iii) coherence analysis through wavelet transform. Multivariate regression indicated a modest influence on soil radon from environmental parameters (R2 = 0.31). When using 100-day time windows, the R2 values showed wide variations in time, reaching their maxima (~0.63-0.66) during summer. Cross-correlation analysis over 100-day moving averages showed that, similar to multivariate linear regression analysis, the summer period was characterised by the best correlation between radon data and environmental parameters. Lastly, the wavelet coherence analysis allowed a multi-resolution coherence analysis of the time series acquired. This approach allowed to study the relations among different signals either in the time or in the frequency domain. It confirmed the results of the previous methods, but also allowed to recognize correlations between radon and environmental parameters at different observation scales (e.g., radon activity changed during strong precipitations, but also during anomalous variations of soil temperature uncorrelated with seasonal fluctuations). Using the above analysis, two periods were recognized when radon variations were significantly correlated with marked soil temperature changes and also with local seismic or volcanic activity. This allowed to produce two different physical models of soil gas transport that explain the observed anomalies. Our work suggests that in order to make an accurate analysis of the relations among different signals it is necessary to use different techniques that give complementary analytical information. In particular, the wavelet analysis showed to be the most effective in discriminating radon changes due to environmental influences from those correlated with impending seismic or volcanic events.
Natural time analysis of global seismicity: the identification of magnitude correlations.
NASA Astrophysics Data System (ADS)
Sarlis, N. V.; Christopoulos, S.-R. G.
2012-04-01
Natural time [1-6] can reveal novel dynamical features hidden behind the time series of complex systems, for a review see Ref.[7]. In a time series comprising N earthquakes, the natural time χk = k/N serves as an index for the occurrence of the k-th event[1, 5, 6], and is smaller than or equal to unity. In natural time analysis of seismicity, the evolution of the pair of two quantities (χk, Ek) is considered, where Ek denotes the energy emitted during the k-th earthquake. It has been proposed[5] that the variance κ1 of natural time can play the role of an order parameter for seismicity. Moreover, when using natural time the identification of temporal correlations -even in the presence of heavy tails in the data- becomes possible[6]. Thus, natural time analysis enables the identification of magnitude correlations between successive earthquakes[8]. By analyzing in natural time[9] the worldwide seismicity from the Harvard Global Centroid Moment Tensor Catalog as reported by the United States Geological Survey as well as the most recent version (1900-2007) of the Centennial earthquake Catalog[10], we find non-trivial magnitude correlations for earthquakes of magnitude greater than or equal to 7.
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
NASA Astrophysics Data System (ADS)
Kwapień, Jarosław; Oświecimka, Paweł; DroŻdŻ, Stanisław
2015-11-01
The detrended cross-correlation coefficient ρDCCA has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient in the case of the fluctuation analysis. The coefficient ρDCCA works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without the possibility to obtain information on the amplitude of fluctuations that are responsible for those cross-correlations. In order to introduce some related flexibility, here we propose an extension of ρDCCA that exploits the multifractal versions of DFA and DCCA: multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis, respectively. The resulting new coefficient ρq not only is able to quantify the strength of correlations but also allows one to identify the range of detrended fluctuation amplitudes that are correlated in two signals under study. We show how the coefficient ρq works in practical situations by applying it to stochastic time series representing processes with long memory: autoregressive and multiplicative ones. Such processes are often used to model signals recorded from complex systems and complex physical phenomena like turbulence, so we are convinced that this new measure can successfully be applied in time-series analysis. In particular, we present an example of such application to highly complex empirical data from financial markets. The present formulation can straightforwardly be extended to multivariate data in terms of the q -dependent counterpart of the correlation matrices and then to the network representation.
Modified cross sample entropy and surrogate data analysis method for financial time series
NASA Astrophysics Data System (ADS)
Yin, Yi; Shang, Pengjian
2015-09-01
For researching multiscale behaviors from the angle of entropy, we propose a modified cross sample entropy (MCSE) and combine surrogate data analysis with it in order to compute entropy differences between original dynamics and surrogate series (MCSDiff). MCSDiff is applied to simulated signals to show accuracy and then employed to US and Chinese stock markets. We illustrate the presence of multiscale behavior in the MCSDiff results and reveal that there are synchrony containing in the original financial time series and they have some intrinsic relations, which are destroyed by surrogate data analysis. Furthermore, the multifractal behaviors of cross-correlations between these financial time series are investigated by multifractal detrended cross-correlation analysis (MF-DCCA) method, since multifractal analysis is a multiscale analysis. We explore the multifractal properties of cross-correlation between these US and Chinese markets and show the distinctiveness of NQCI and HSI among the markets in their own region. It can be concluded that the weaker cross-correlation between US markets gives the evidence for the better inner mechanism in the US stock markets than that of Chinese stock markets. To study the multiscale features and properties of financial time series can provide valuable information for understanding the inner mechanism of financial markets.
Analysis of noise-induced temporal correlations in neuronal spike sequences
NASA Astrophysics Data System (ADS)
Reinoso, José A.; Torrent, M. C.; Masoller, Cristina
2016-11-01
We investigate temporal correlations in sequences of noise-induced neuronal spikes, using a symbolic method of time-series analysis. We focus on the sequence of time-intervals between consecutive spikes (inter-spike-intervals, ISIs). The analysis method, known as ordinal analysis, transforms the ISI sequence into a sequence of ordinal patterns (OPs), which are defined in terms of the relative ordering of consecutive ISIs. The ISI sequences are obtained from extensive simulations of two neuron models (FitzHugh-Nagumo, FHN, and integrate-and-fire, IF), with correlated noise. We find that, as the noise strength increases, temporal order gradually emerges, revealed by the existence of more frequent ordinal patterns in the ISI sequence. While in the FHN model the most frequent OP depends on the noise strength, in the IF model it is independent of the noise strength. In both models, the correlation time of the noise affects the OP probabilities but does not modify the most probable pattern.
Dual-induced multifractality in online viewing activity.
Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H Eugene
2018-01-01
Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.
Dual-induced multifractality in online viewing activity
NASA Astrophysics Data System (ADS)
Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H. Eugene
2018-01-01
Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.
Quantifying NMR relaxation correlation and exchange in articular cartilage with time domain analysis
NASA Astrophysics Data System (ADS)
Mailhiot, Sarah E.; Zong, Fangrong; Maneval, James E.; June, Ronald K.; Galvosas, Petrik; Seymour, Joseph D.
2018-02-01
Measured nuclear magnetic resonance (NMR) transverse relaxation data in articular cartilage has been shown to be multi-exponential and correlated to the health of the tissue. The observed relaxation rates are dependent on experimental parameters such as solvent, data acquisition methods, data analysis methods, and alignment to the magnetic field. In this study, we show that diffusive exchange occurs in porcine articular cartilage and impacts the observed relaxation rates in T1-T2 correlation experiments. By using time domain analysis of T2-T2 exchange spectroscopy, the diffusive exchange time can be quantified by measurements that use a single mixing time. Measured characteristic times for exchange are commensurate with T1 in this material and so impacts the observed T1 behavior. The approach used here allows for reliable quantification of NMR relaxation behavior in cartilage in the presence of diffusive fluid exchange between two environments.
Oczeretko, Edward; Swiatecka, Jolanta; Kitlas, Agnieszka; Laudanski, Tadeusz; Pierzynski, Piotr
2006-01-01
In physiological research, we often study multivariate data sets, containing two or more simultaneously recorded time series. The aim of this paper is to present the cross-correlation and the wavelet cross-correlation methods to assess synchronization between contractions in different topographic regions of the uterus. From a medical point of view, it is important to identify time delays between contractions, which may be of potential diagnostic significance in various pathologies. The cross-correlation was computed in a moving window with a width corresponding to approximately two or three contractions. As a result, the running cross-correlation function was obtained. The propagation% parameter assessed from this function allows quantitative description of synchronization in bivariate time series. In general, the uterine contraction signals are very complicated. Wavelet transforms provide insight into the structure of the time series at various frequencies (scales). To show the changes of the propagation% parameter along scales, a wavelet running cross-correlation was used. At first, the continuous wavelet transforms as the uterine contraction signals were received and afterwards, a running cross-correlation analysis was conducted for each pair of transformed time series. The findings show that running functions are very useful in the analysis of uterine contractions.
Cross-correlations and influence in world gold markets
NASA Astrophysics Data System (ADS)
Lin, Min; Wang, Gang-Jin; Xie, Chi; Stanley, H. Eugene
2018-01-01
Using the detrended cross-correlation analysis (DCCA) coefficient and the detrended partial cross-correlation analysis (DPCCA) coefficient, we investigate cross-correlations and net cross-correlations among five major world gold markets (London, New York, Shanghai, Tokyo, and Mumbai) at different time scales. We propose multiscale influence measures for examining the influence of individual markets on other markets and on the entire system. We find (i) that the cross-correlations, net cross-correlations, and net influences among the five gold markets vary across time scales, (ii) that the cross-market correlation between London and New York at each time scale is intense and inherent, meaning that the influence of other gold markets on the London-New York market is negligible, (iii) that the remaining cross-market correlations (i.e., those other than London-New York) are greatly affected by other gold markets, and (iv) that the London gold market significantly affects the other four gold markets and dominates the world-wide gold market. Our multiscale findings give market participants and market regulators new information on cross-market linkages in the world-wide gold market.
Intracellular applications of fluorescence correlation spectroscopy: prospects for neuroscience.
Kim, Sally A; Schwille, Petra
2003-10-01
Based on time-averaging fluctuation analysis of small fluorescent molecular ensembles in equilibrium, fluorescence correlation spectroscopy has recently been applied to investigate processes in the intracellular milieu. The exquisite sensitivity of fluorescence correlation spectroscopy provides access to a multitude of measurement parameters (rates of diffusion, local concentration, states of aggregation and molecular interactions) in real time with fast temporal and high spatial resolution. The introduction of dual-color cross-correlation, imaging, two-photon excitation, and coincidence analysis coupled with fluorescence correlation spectroscopy has expanded the utility of the technique to encompass a wide range of promising applications in living cells that may provide unprecedented insight into understanding the molecular mechanisms of intracellular neurobiological processes.
The use of dwell time cross-correlation functions to study single-ion channel gating kinetics.
Ball, F G; Kerry, C J; Ramsey, R L; Sansom, M S; Usherwood, P N
1988-01-01
The derivation of cross-correlation functions from single-channel dwell (open and closed) times is described. Simulation of single-channel data for simple gating models, alongside theoretical treatment, is used to demonstrate the relationship of cross-correlation functions to underlying gating mechanisms. It is shown that time irreversibility of gating kinetics may be revealed in cross-correlation functions. Application of cross-correlation function analysis to data derived from the locust muscle glutamate receptor-channel provides evidence for multiple gateway states and time reversibility of gating. A model for the gating of this channel is used to show the effect of omission of brief channel events on cross-correlation functions. PMID:2462924
Detailed Analysis of the Interoccurrence Time Statistics in Seismic Activity
NASA Astrophysics Data System (ADS)
Tanaka, Hiroki; Aizawa, Yoji
2017-02-01
The interoccurrence time statistics of seismiciry is studied theoretically as well as numerically by taking into account the conditional probability and the correlations among many earthquakes in different magnitude levels. It is known so far that the interoccurrence time statistics is well approximated by the Weibull distribution, but the more detailed information about the interoccurrence times can be obtained from the analysis of the conditional probability. Firstly, we propose the Embedding Equation Theory (EET), where the conditional probability is described by two kinds of correlation coefficients; one is the magnitude correlation and the other is the inter-event time correlation. Furthermore, the scaling law of each correlation coefficient is clearly determined from the numerical data-analysis carrying out with the Preliminary Determination of Epicenter (PDE) Catalog and the Japan Meteorological Agency (JMA) Catalog. Secondly, the EET is examined to derive the magnitude dependence of the interoccurrence time statistics and the multi-fractal relation is successfully formulated. Theoretically we cannot prove the universality of the multi-fractal relation in seismic activity; nevertheless, the theoretical results well reproduce all numerical data in our analysis, where several common features or the invariant aspects are clearly observed. Especially in the case of stationary ensembles the multi-fractal relation seems to obey an invariant curve, furthermore in the case of non-stationary (moving time) ensembles for the aftershock regime the multi-fractal relation seems to satisfy a certain invariant curve at any moving times. It is emphasized that the multi-fractal relation plays an important role to unify the statistical laws of seismicity: actually the Gutenberg-Richter law and the Weibull distribution are unified in the multi-fractal relation, and some universality conjectures regarding the seismicity are briefly discussed.
Scaling analysis of stock markets
NASA Astrophysics Data System (ADS)
Bu, Luping; Shang, Pengjian
2014-06-01
In this paper, we apply the detrended fluctuation analysis (DFA), local scaling detrended fluctuation analysis (LSDFA), and detrended cross-correlation analysis (DCCA) to investigate correlations of several stock markets. DFA method is for the detection of long-range correlations used in time series. LSDFA method is to show more local properties by using local scale exponents. DCCA method is a developed method to quantify the cross-correlation of two non-stationary time series. We report the results of auto-correlation and cross-correlation behaviors in three western countries and three Chinese stock markets in periods 2004-2006 (before the global financial crisis), 2007-2009 (during the global financial crisis), and 2010-2012 (after the global financial crisis) by using DFA, LSDFA, and DCCA method. The findings are that correlations of stocks are influenced by the economic systems of different countries and the financial crisis. The results indicate that there are stronger auto-correlations in Chinese stocks than western stocks in any period and stronger auto-correlations after the global financial crisis for every stock except Shen Cheng; The LSDFA shows more comprehensive and detailed features than traditional DFA method and the integration of China and the world in economy after the global financial crisis; When it turns to cross-correlations, it shows different properties for six stock markets, while for three Chinese stocks, it reaches the weakest cross-correlations during the global financial crisis.
Weighted network analysis of high-frequency cross-correlation measures
NASA Astrophysics Data System (ADS)
Iori, Giulia; Precup, Ovidiu V.
2007-03-01
In this paper we implement a Fourier method to estimate high-frequency correlation matrices from small data sets. The Fourier estimates are shown to be considerably less noisy than the standard Pearson correlation measures and thus capable of detecting subtle changes in correlation matrices with just a month of data. The evolution of correlation at different time scales is analyzed from the full correlation matrix and its minimum spanning tree representation. The analysis is performed by implementing measures from the theory of random weighted networks.
Stochastic dynamics of time correlation in complex systems with discrete time
NASA Astrophysics Data System (ADS)
Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail
2000-11-01
In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short- and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.
Memory and long-range correlations in chess games
NASA Astrophysics Data System (ADS)
Schaigorodsky, Ana L.; Perotti, Juan I.; Billoni, Orlando V.
2014-01-01
In this paper we report the existence of long-range memory in the opening moves of a chronologically ordered set of chess games using an extensive chess database. We used two mapping rules to build discrete time series and analyzed them using two methods for detecting long-range correlations; rescaled range analysis and detrended fluctuation analysis. We found that long-range memory is related to the level of the players. When the database is filtered according to player levels we found differences in the persistence of the different subsets. For high level players, correlations are stronger at long time scales; whereas in intermediate and low level players they reach the maximum value at shorter time scales. This can be interpreted as a signature of the different strategies used by players with different levels of expertise. These results are robust against the assignation rules and the method employed in the analysis of the time series.
Sarrigiannis, Ptolemaios G; Zhao, Yifan; Wei, Hua-Liang; Billings, Stephen A; Fotheringham, Jayne; Hadjivassiliou, Marios
2014-01-01
To introduce a new method of quantitative EEG analysis in the time domain, the error reduction ratio (ERR)-causality test. To compare performance against cross-correlation and coherence with phase measures. A simulation example was used as a gold standard to assess the performance of ERR-causality, against cross-correlation and coherence. The methods were then applied to real EEG data. Analysis of both simulated and real EEG data demonstrates that ERR-causality successfully detects dynamically evolving changes between two signals, with very high time resolution, dependent on the sampling rate of the data. Our method can properly detect both linear and non-linear effects, encountered during analysis of focal and generalised seizures. We introduce a new quantitative EEG method of analysis. It detects real time levels of synchronisation in the linear and non-linear domains. It computes directionality of information flow with corresponding time lags. This novel dynamic real time EEG signal analysis unveils hidden neural network interactions with a very high time resolution. These interactions cannot be adequately resolved by the traditional methods of coherence and cross-correlation, which provide limited results in the presence of non-linear effects and lack fidelity for changes appearing over small periods of time. Copyright © 2013 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.
Near-Surface Flow Fields Deduced Using Correlation Tracking and Time-Distance Analysis
NASA Technical Reports Server (NTRS)
DeRosa, Marc; Duvall, T. L., Jr.; Toomre, Juri
1999-01-01
Near-photospheric flow fields on the Sun are deduced using two independent methods applied to the same time series of velocity images observed by SOI-MDI on SOHO. Differences in travel times between f modes entering and leaving each pixel measured using time-distance helioseismology are used to determine sites of supergranular outflows. Alternatively, correlation tracking analysis of mesogranular scales of motion applied to the same time series is used to deduce the near-surface flow field. These two approaches provide the means to assess the patterns and evolution of horizontal flows on supergranular scales even near disk center, which is not feasible with direct line-of-sight Doppler measurements. We find that the locations of the supergranular outflows seen in flow fields generated from correlation tracking coincide well with the locations of the outflows determined from the time-distance analysis, with a mean correlation coefficient after smoothing of bar-r(sub s) = 0.840. Near-surface velocity field measurements can used to study the evolution of the supergranular network, as merging and splitting events are observed to occur in these images. The data consist of one 2048-minute time series of high-resolution (0.6" pixels) line-of-sight velocity images taken by MDI on 1997 January 16-18 at a cadence of one minute.
Principal regression analysis and the index leverage effect
NASA Astrophysics Data System (ADS)
Reigneron, Pierre-Alain; Allez, Romain; Bouchaud, Jean-Philippe
2011-09-01
We revisit the index leverage effect, that can be decomposed into a volatility effect and a correlation effect. We investigate the latter using a matrix regression analysis, that we call ‘Principal Regression Analysis' (PRA) and for which we provide some analytical (using Random Matrix Theory) and numerical benchmarks. We find that downward index trends increase the average correlation between stocks (as measured by the most negative eigenvalue of the conditional correlation matrix), and makes the market mode more uniform. Upward trends, on the other hand, also increase the average correlation between stocks but rotates the corresponding market mode away from uniformity. There are two time scales associated to these effects, a short one on the order of a month (20 trading days), and a longer time scale on the order of a year. We also find indications of a leverage effect for sectorial correlations as well, which reveals itself in the second and third mode of the PRA.
Delay correlation analysis and representation for vital complaint VHDL models
Rich, Marvin J.; Misra, Ashutosh
2004-11-09
A method and system unbind a rise/fall tuple of a VHDL generic variable and create rise time and fall time generics of each generic variable that are independent of each other. Then, according to a predetermined correlation policy, the method and system collect delay values in a VHDL standard delay file, sort the delay values, remove duplicate delay values, group the delay values into correlation sets, and output an analysis file. The correlation policy may include collecting all generic variables in a VHDL standard delay file, selecting each generic variable, and performing reductions on the set of delay values associated with each selected generic variable.
NASA Astrophysics Data System (ADS)
Radhakrishnan, Srinivasan; Duvvuru, Arjun; Sultornsanee, Sivarit; Kamarthi, Sagar
2016-02-01
The cross correlation coefficient has been widely applied in financial time series analysis, in specific, for understanding chaotic behaviour in terms of stock price and index movements during crisis periods. To better understand time series correlation dynamics, the cross correlation matrices are represented as networks, in which a node stands for an individual time series and a link indicates cross correlation between a pair of nodes. These networks are converted into simpler trees using different schemes. In this context, Minimum Spanning Trees (MST) are the most favoured tree structures because of their ability to preserve all the nodes and thereby retain essential information imbued in the network. Although cross correlations underlying MSTs capture essential information, they do not faithfully capture dynamic behaviour embedded in the time series data of financial systems because cross correlation is a reliable measure only if the relationship between the time series is linear. To address the issue, this work investigates a new measure called phase synchronization (PS) for establishing correlations among different time series which relate to one another, linearly or nonlinearly. In this approach the strength of a link between a pair of time series (nodes) is determined by the level of phase synchronization between them. We compare the performance of phase synchronization based MST with cross correlation based MST along selected network measures across temporal frame that includes economically good and crisis periods. We observe agreement in the directionality of the results across these two methods. They show similar trends, upward or downward, when comparing selected network measures. Though both the methods give similar trends, the phase synchronization based MST is a more reliable representation of the dynamic behaviour of financial systems than the cross correlation based MST because of the former's ability to quantify nonlinear relationships among time series or relations among phase shifted time series.
The cross-correlation analysis of multi property of stock markets based on MM-DFA
NASA Astrophysics Data System (ADS)
Yang, Yujun; Li, Jianping; Yang, Yimei
2017-09-01
In this paper, we propose a new method called DH-MXA based on distribution histograms of Hurst surface and multiscale multifractal detrended fluctuation analysis. The method allows us to investigate the cross-correlation characteristics among multiple properties of different stock time series. It may provide a new way of measuring the nonlinearity of several signals. It also can provide a more stable and faithful description of cross-correlation of multiple properties of stocks. The DH-MXA helps us to present much richer information than multifractal detrented cross-correlation analysis and allows us to assess many universal and subtle cross-correlation characteristics of stock markets. We show DH-MXA by selecting four artificial data sets and five properties of four stock time series from different countries. The results show that our proposed method can be adapted to investigate the cross-correlation of stock markets. In general, the American stock markets are more mature and less volatile than the Chinese stock markets.
Anwar, Abdul Rauf; Muthalib, Makii; Perrey, Stephane; Galka, Andreas; Granert, Oliver; Wolff, Stephan; Deuschl, Guenther; Raethjen, Jan; Heute, Ulrich; Muthuraman, Muthuraman
2013-01-01
Brain activity can be measured using different modalities. Since most of the modalities tend to complement each other, it seems promising to measure them simultaneously. In to be presented research, the data recorded from Functional Magnetic Resonance Imaging (fMRI) and Near Infrared Spectroscopy (NIRS), simultaneously, are subjected to causality analysis using time-resolved partial directed coherence (tPDC). Time-resolved partial directed coherence uses the principle of state space modelling to estimate Multivariate Autoregressive (MVAR) coefficients. This method is useful to visualize both frequency and time dynamics of causality between the time series. Afterwards, causality results from different modalities are compared by estimating the Spearman correlation. In to be presented study, we used directionality vectors to analyze correlation, rather than actual signal vectors. Results show that causality analysis of the fMRI correlates more closely to causality results of oxy-NIRS as compared to deoxy-NIRS in case of a finger sequencing task. However, in case of simple finger tapping, no clear difference between oxy-fMRI and deoxy-fMRI correlation is identified.
NASA Astrophysics Data System (ADS)
Wang, Fang; Liao, Gui-ping; Li, Jian-hui; Zou, Rui-biao; Shi, Wen
2013-03-01
A novel method, which we called the analogous multifractal cross-correlation analysis, is proposed in this paper to study the multifractal behavior in the power-law cross-correlation between price and load in California electricity market. In addition, a statistic ρAMF -XA, which we call the analogous multifractal cross-correlation coefficient, is defined to test whether the cross-correlation between two given signals is genuine or not. Our analysis finds that both the price and load time series in California electricity market express multifractal nature. While, as indicated by the ρAMF -XA statistical test, there is a huge difference in the cross-correlation behavior between the years 1999 and 2000 in California electricity markets.
Wang, Fang; Liao, Gui-ping; Li, Jian-hui; Zou, Rui-biao; Shi, Wen
2013-03-01
A novel method, which we called the analogous multifractal cross-correlation analysis, is proposed in this paper to study the multifractal behavior in the power-law cross-correlation between price and load in California electricity market. In addition, a statistic ρAMF-XA, which we call the analogous multifractal cross-correlation coefficient, is defined to test whether the cross-correlation between two given signals is genuine or not. Our analysis finds that both the price and load time series in California electricity market express multifractal nature. While, as indicated by the ρAMF-XA statistical test, there is a huge difference in the cross-correlation behavior between the years 1999 and 2000 in California electricity markets.
NASA Technical Reports Server (NTRS)
Huang, Frank T.; Mayr, Hans G.; Russell, James M., III; Mlynczak, Martin G.
2012-01-01
The analysis of mutual ozone-temperature variations can provide useful information on their interdependencies relative to the photochemistry and dynamics governing their behavior. Previous studies have mostly been based on satellite measurements taken at a fixed local time in the stratosphere and lower mesosphere. For these data, it is shown that the zonal mean ozone amounts and temperatures in the lower stratosphere are mostly positively correlated, while they are mostly negatively correlated in the upper stratosphere and in the lower mesosphere. The negative correlation, due to the dependence of photochemical reaction rates on temperature, indicates that ozone photochemistry is more important than dynamics in determining the ozone amounts. In this study, we provide new results by extending the analysis to include diurnal variations over 24 hrs of local time, and to larger spatial regimes, to include the upper mesosphere and lower thermosphere (MLT). The results are based on measurements by the SABER instrument on the TIMED satellite. For mean variations (i.e., averages over local time and longitude) in the MLT, our results show that there is a sharp reversal in the correlation near 80 km altitude, above which the ozone mixing ratio and temperature are mostly positively correlated, while they are mostly negatively correlated below 80 km. This is consistent with the view that above -80 km, effects due to dynamics are more important compared to photochemistry. For diurnal variations, both the ozone and temperature show phase progressions in local time, as a function of altitude and latitude. For temperature, the phase progression is as expected, as they represent migrating tides. For day time ozone, we also find regular phase progression in local time over the whole altitude range of our analysis, 25 to 105 km, at least for low latitudes. This was not previously known, although phase progressions had been noted by us and by others at lower altitudes. For diurnal variations, we find that between about 40 and 65 km, the ozone amounts and temperatures are mostly negatively correlated or neutral, while below approx. 40 km they are mostly positively correlated or neutral. The correlations are less systematic and less robust than for correlations of the mean. At altitudes above approx.65 km, the correlations are more complex, and depend on the tidal temperature variations. For the diurnal case, consideration needs to be given to transport by thermal tides and to the efficacy of response times of ozone concentrations and temperature to each other.
Surface electromyography analysis of blepharoptosis correction by transconjunctival incisions.
Tu, Lung-Chen; Wu, Ming-Chya; Chu, Hsueh-Liang; Chiang, Yi-Pin; Kuo, Chih-Lin; Li, Hsing-Yuan; Chang, Chia-Ching
2016-06-01
Upper eyelid movement depends on the antagonistic actions of orbicularis oculi muscle and levator aponeurosis. Blepharoptosis is an abnormal drooping of upper eyelid margin with the eye in primary position of gaze. Transconjunctival incisions for upper eyelid ptosis correction have been a well-developed technique. Conventional prognosis however depends on clinical observations and lacks of quantitatively analysis for the eyelid muscle controlling. This study examines the possibility of using the assessments of temporal correlation in surface electromyography (SEMG) as a quantitative description for the change of muscle controlling after operation. Eyelid SEMG was measured from patients with blepharoptosis preoperatively and postoperatively, as well as, for comparative study, from young and aged normal subjects. The data were analyzed using the detrended fluctuation analysis method. The results show that the temporal correlation of the SEMG signals can be characterized by two indices associated with the correlation properties in short and long time scales demarcated at 3ms, corresponding to the time scale of neural response. Aging causes degradation of the correlation properties at both time scales, and patient group likely possess more serious correlation degradation in long-time regime which was improved moderately by the ptosis corrections. We propose that the temporal correlation in SEMG signals may be regarded as an indicator for evaluating the performance of eyelid muscle controlling in postoperative recovery. Copyright © 2016 Elsevier Ltd. All rights reserved.
A new correlation coefficient for bivariate time-series data
NASA Astrophysics Data System (ADS)
Erdem, Orhan; Ceyhan, Elvan; Varli, Yusuf
2014-11-01
The correlation in time series has received considerable attention in the literature. Its use has attained an important role in the social sciences and finance. For example, pair trading in finance is concerned with the correlation between stock prices, returns, etc. In general, Pearson’s correlation coefficient is employed in these areas although it has many underlying assumptions which restrict its use. Here, we introduce a new correlation coefficient which takes into account the lag difference of data points. We investigate the properties of this new correlation coefficient. We demonstrate that it is more appropriate for showing the direction of the covariation of the two variables over time. We also compare the performance of the new correlation coefficient with Pearson’s correlation coefficient and Detrended Cross-Correlation Analysis (DCCA) via simulated examples.
Correlated bursts and the role of memory range
NASA Astrophysics Data System (ADS)
Jo, Hang-Hyun; Perotti, Juan I.; Kaski, Kimmo; Kertész, János
2015-08-01
Inhomogeneous temporal processes in natural and social phenomena have been described by bursts that are rapidly occurring events within short time periods alternating with long periods of low activity. In addition to the analysis of heavy-tailed interevent time distributions, higher-order correlations between interevent times, called correlated bursts, have been studied only recently. As the underlying mechanism behind such correlated bursts is far from being fully understood, we devise a simple model for correlated bursts using a self-exciting point process with a variable range of memory. Whether a new event occurs is stochastically determined by a memory function that is the sum of decaying memories of past events. In order to incorporate the noise and/or limited memory capacity of systems, we apply two memory loss mechanisms: a fixed number or a variable number of memories. By analysis and numerical simulations, we find that too much memory effect may lead to a Poissonian process, implying that there exists an intermediate range of memory effect to generate correlated bursts comparable to empirical findings. Our conclusions provide a deeper understanding of how long-range memory affects correlated bursts.
Path integral for equities: Dynamic correlation and empirical analysis
NASA Astrophysics Data System (ADS)
Baaquie, Belal E.; Cao, Yang; Lau, Ada; Tang, Pan
2012-02-01
This paper develops a model to describe the unequal time correlation between rate of returns of different stocks. A non-trivial fourth order derivative Lagrangian is defined to provide an unequal time propagator, which can be fitted to the market data. A calibration algorithm is designed to find the empirical parameters for this model and different de-noising methods are used to capture the signals concealed in the rate of return. The detailed results of this Gaussian model show that the different stocks can have strong correlation and the empirical unequal time correlator can be described by the model's propagator. This preliminary study provides a novel model for the correlator of different instruments at different times.
Decomposition of Proteins into Dynamic Units from Atomic Cross-Correlation Functions.
Calligari, Paolo; Gerolin, Marco; Abergel, Daniel; Polimeno, Antonino
2017-01-10
In this article, we present a clustering method of atoms in proteins based on the analysis of the correlation times of interatomic distance correlation functions computed from MD simulations. The goal is to provide a coarse-grained description of the protein in terms of fewer elements that can be treated as dynamically independent subunits. Importantly, this domain decomposition method does not take into account structural properties of the protein. Instead, the clustering of protein residues in terms of networks of dynamically correlated domains is defined on the basis of the effective correlation times of the pair distance correlation functions. For these properties, our method stands as a complementary analysis to the customary protein decomposition in terms of quasi-rigid, structure-based domains. Results obtained for a prototypal protein structure illustrate the approach proposed.
TACT: A Set of MSC/PATRAN- and MSC/NASTRAN- based Modal Correlation Tools
NASA Technical Reports Server (NTRS)
Marlowe, Jill M.; Dixon, Genevieve D.
1998-01-01
This paper describes the functionality and demonstrates the utility of the Test Analysis Correlation Tools (TACT), a suite of MSC/PATRAN Command Language (PCL) tools which automate the process of correlating finite element models to modal survey test data. The initial release of TACT provides a basic yet complete set of tools for performing correlation totally inside the PATRAN/NASTRAN environment. Features include a step-by-step menu structure, pre-test accelerometer set evaluation and selection, analysis and test result export/import in Universal File Format, calculation of frequency percent difference and cross-orthogonality correlation results using NASTRAN, creation and manipulation of mode pairs, and five different ways of viewing synchronized animations of analysis and test modal results. For the PATRAN-based analyst, TACT eliminates the repetitive, time-consuming and error-prone steps associated with transferring finite element data to a third-party modal correlation package, which allows the analyst to spend more time on the more challenging task of model updating. The usefulness of this software is presented using a case history, the correlation for a NASA Langley Research Center (LaRC) low aspect ratio research wind tunnel model. To demonstrate the improvements that TACT offers the MSC/PATRAN- and MSC/DIASTRAN- based structural analysis community, a comparison of the modal correlation process using TACT within PATRAN versus external third-party modal correlation packages is presented.
NASA Astrophysics Data System (ADS)
Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail
2018-03-01
This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity time series. Our findings reveal that the daily connectivity of the correlation-based network is persistent for any correlation threshold. Further, the multifractality degree is higher for larger absolute values of the correlation threshold.
A time-series approach to dynamical systems from classical and quantum worlds
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fossion, Ruben
2014-01-08
This contribution discusses some recent applications of time-series analysis in Random Matrix Theory (RMT), and applications of RMT in the statistial analysis of eigenspectra of correlation matrices of multivariate time series.
Preliminary analysis of cross beam data from the Gun Barrel Hill site
NASA Technical Reports Server (NTRS)
Sandborn, V. A.; Bice, A. R.; Cliff, W. C.; Hablutzel, B. C.
1974-01-01
Preliminary evaluation of cross beam data taken at the Gun Barrell Hill test site of ESSA is presented. The evaluation is made using the analog Princeton Time Correlator. A study of the frequency band width limitations of the Princeton Time Correlator is made. Based on the band width limitations, it is possible to demonstrate that nearly identical correlation is obtained for frequencies from .01 to 3.9 hertz. Difficulty is encountered in that maximums in the correlation curves do not occur at zero time lag for zero beam separations.
Xia, Li C; Steele, Joshua A; Cram, Jacob A; Cardon, Zoe G; Simmons, Sheri L; Vallino, Joseph J; Fuhrman, Jed A; Sun, Fengzhu
2011-01-01
The increasing availability of time series microbial community data from metagenomics and other molecular biological studies has enabled the analysis of large-scale microbial co-occurrence and association networks. Among the many analytical techniques available, the Local Similarity Analysis (LSA) method is unique in that it captures local and potentially time-delayed co-occurrence and association patterns in time series data that cannot otherwise be identified by ordinary correlation analysis. However LSA, as originally developed, does not consider time series data with replicates, which hinders the full exploitation of available information. With replicates, it is possible to understand the variability of local similarity (LS) score and to obtain its confidence interval. We extended our LSA technique to time series data with replicates and termed it extended LSA, or eLSA. Simulations showed the capability of eLSA to capture subinterval and time-delayed associations. We implemented the eLSA technique into an easy-to-use analytic software package. The software pipeline integrates data normalization, statistical correlation calculation, statistical significance evaluation, and association network construction steps. We applied the eLSA technique to microbial community and gene expression datasets, where unique time-dependent associations were identified. The extended LSA analysis technique was demonstrated to reveal statistically significant local and potentially time-delayed association patterns in replicated time series data beyond that of ordinary correlation analysis. These statistically significant associations can provide insights to the real dynamics of biological systems. The newly designed eLSA software efficiently streamlines the analysis and is freely available from the eLSA homepage, which can be accessed at http://meta.usc.edu/softs/lsa.
2011-01-01
Background The increasing availability of time series microbial community data from metagenomics and other molecular biological studies has enabled the analysis of large-scale microbial co-occurrence and association networks. Among the many analytical techniques available, the Local Similarity Analysis (LSA) method is unique in that it captures local and potentially time-delayed co-occurrence and association patterns in time series data that cannot otherwise be identified by ordinary correlation analysis. However LSA, as originally developed, does not consider time series data with replicates, which hinders the full exploitation of available information. With replicates, it is possible to understand the variability of local similarity (LS) score and to obtain its confidence interval. Results We extended our LSA technique to time series data with replicates and termed it extended LSA, or eLSA. Simulations showed the capability of eLSA to capture subinterval and time-delayed associations. We implemented the eLSA technique into an easy-to-use analytic software package. The software pipeline integrates data normalization, statistical correlation calculation, statistical significance evaluation, and association network construction steps. We applied the eLSA technique to microbial community and gene expression datasets, where unique time-dependent associations were identified. Conclusions The extended LSA analysis technique was demonstrated to reveal statistically significant local and potentially time-delayed association patterns in replicated time series data beyond that of ordinary correlation analysis. These statistically significant associations can provide insights to the real dynamics of biological systems. The newly designed eLSA software efficiently streamlines the analysis and is freely available from the eLSA homepage, which can be accessed at http://meta.usc.edu/softs/lsa. PMID:22784572
DCCA analysis of renewable and conventional energy prices
NASA Astrophysics Data System (ADS)
Paiva, Aureliano Sancho Souza; Rivera-Castro, Miguel Angel; Andrade, Roberto Fernandes Silva
2018-01-01
Here we investigate the inter-influence of oil prices and renewable energy sources. The non-stationary time series are scrutinized within the Detrended Cross-Correlation Analysis (DCCA) framework, where the resulting DCCA coefficient provides a useful and reliable index to the evaluate the cross correlation between events at the same time instant as well as at a suitably chosen time lags. The analysis is based on the quotient of two successive daily closing oil prices and composite indices of renewable energy sources in USA and Europe in the period 2006-2015, which was subject to several social and economic driving forces, as the increase of social pressure in favor of the use of non-fossil energy sources and the worldwide economic crisis that started in 2008. The DCCA coefficient is evaluated for different window sizes, extracting information for short and long term correlation between the indices. Particularly, strong correlation between the behavior of the two distinct economic sectors are observed for large time intervals during the worst period of the economic crisis (2008-2012), hinting at a very cautious behavior of the economic agents. Before and after this period, the behavior of two economic sectors are overwhelmingly uncorrelated or very weakly correlated. The results reported here may be useful to select proper strategies in future similar scenarios.
NASA Astrophysics Data System (ADS)
Wu, Ya-Ting; Wong, Wai-Ki; Leung, Shu-Hung; Zhu, Yue-Sheng
This paper presents the performance analysis of a De-correlated Modified Code Tracking Loop (D-MCTL) for synchronous direct-sequence code-division multiple-access (DS-CDMA) systems under multiuser environment. Previous studies have shown that the imbalance of multiple access interference (MAI) in the time lead and time lag portions of the signal causes tracking bias or instability problem in the traditional correlating tracking loop like delay lock loop (DLL) or modified code tracking loop (MCTL). In this paper, we exploit the de-correlating technique to combat the MAI at the on-time code position of the MCTL. Unlike applying the same technique to DLL which requires an extensive search algorithm to compensate the noise imbalance which may introduce small tracking bias under low signal-to-noise ratio (SNR), the proposed D-MCTL has much lower computational complexity and exhibits zero tracking bias for the whole range of SNR, regardless of the number of interfering users. Furthermore, performance analysis and simulations based on Gold codes show that the proposed scheme has better mean square tracking error, mean-time-to-lose-lock and near-far resistance than the other tracking schemes, including traditional DLL (T-DLL), traditional MCTL (T-MCTL) and modified de-correlated DLL (MD-DLL).
A real-time monitoring system for the facial nerve.
Prell, Julian; Rachinger, Jens; Scheller, Christian; Alfieri, Alex; Strauss, Christian; Rampp, Stefan
2010-06-01
Damage to the facial nerve during surgery in the cerebellopontine angle is indicated by A-trains, a specific electromyogram pattern. These A-trains can be quantified by the parameter "traintime," which is reliably correlated with postoperative functional outcome. The system presented was designed to monitor traintime in real-time. A dedicated hardware and software platform for automated continuous analysis of the intraoperative facial nerve electromyogram was specifically designed. The automatic detection of A-trains is performed by a software algorithm for real-time analysis of nonstationary biosignals. The system was evaluated in a series of 30 patients operated on for vestibular schwannoma. A-trains can be detected and measured automatically by the described method for real-time analysis. Traintime is monitored continuously via a graphic display and is shown as an absolute numeric value during the operation. It is an expression of overall, cumulated length of A-trains in a given channel; a high correlation between traintime as measured by real-time analysis and functional outcome immediately after the operation (Spearman correlation coefficient [rho] = 0.664, P < .001) and in long-term outcome (rho = 0.631, P < .001) was observed. Automated real-time analysis of the intraoperative facial nerve electromyogram is the first technique capable of reliable continuous real-time monitoring. It can critically contribute to the estimation of functional outcome during the course of the operative procedure.
Influence of the time scale on the construction of financial networks.
Emmert-Streib, Frank; Dehmer, Matthias
2010-09-30
In this paper we investigate the definition and formation of financial networks. Specifically, we study the influence of the time scale on their construction. For our analysis we use correlation-based networks obtained from the daily closing prices of stock market data. More precisely, we use the stocks that currently comprise the Dow Jones Industrial Average (DJIA) and estimate financial networks where nodes correspond to stocks and edges correspond to none vanishing correlation coefficients. That means only if a correlation coefficient is statistically significant different from zero, we include an edge in the network. This construction procedure results in unweighted, undirected networks. By separating the time series of stock prices in non-overlapping intervals, we obtain one network per interval. The length of these intervals corresponds to the time scale of the data, whose influence on the construction of the networks will be studied in this paper. Numerical analysis of four different measures in dependence on the time scale for the construction of networks allows us to gain insights about the intrinsic time scale of the stock market with respect to a meaningful graph-theoretical analysis.
HydroClimATe: hydrologic and climatic analysis toolkit
Dickinson, Jesse; Hanson, Randall T.; Predmore, Steven K.
2014-01-01
The potential consequences of climate variability and climate change have been identified as major issues for the sustainability and availability of the worldwide water resources. Unlike global climate change, climate variability represents deviations from the long-term state of the climate over periods of a few years to several decades. Currently, rich hydrologic time-series data are available, but the combination of data preparation and statistical methods developed by the U.S. Geological Survey as part of the Groundwater Resources Program is relatively unavailable to hydrologists and engineers who could benefit from estimates of climate variability and its effects on periodic recharge and water-resource availability. This report documents HydroClimATe, a computer program for assessing the relations between variable climatic and hydrologic time-series data. HydroClimATe was developed for a Windows operating system. The software includes statistical tools for (1) time-series preprocessing, (2) spectral analysis, (3) spatial and temporal analysis, (4) correlation analysis, and (5) projections. The time-series preprocessing tools include spline fitting, standardization using a normal or gamma distribution, and transformation by a cumulative departure. The spectral analysis tools include discrete Fourier transform, maximum entropy method, and singular spectrum analysis. The spatial and temporal analysis tool is empirical orthogonal function analysis. The correlation analysis tools are linear regression and lag correlation. The projection tools include autoregressive time-series modeling and generation of many realizations. These tools are demonstrated in four examples that use stream-flow discharge data, groundwater-level records, gridded time series of precipitation data, and the Multivariate ENSO Index.
HIV incidence and CDC's HIV prevention budget: an exploratory correlational analysis.
Holtgrave, David R; Kates, Jennifer
2007-01-01
The central evaluative question about a national HIV prevention program is whether that program affects HIV incidence. Numerous factors may influence incidence, including public investment in HIV prevention. Few studies, however, have examined the relationship between public investment and the HIV epidemic in the United States. This 2006 exploratory analysis examined the period from 1978 through 2006 using a quantitative, lagged, correlational analysis to capture the relationship between national HIV incidence and Centers for Disease Control and Prevention's HIV prevention budget in the United States over time. The analyses suggest that early HIV incidence rose in advance of the nation's HIV prevention investment until the mid-1980s (1-year lag correlation, r=0.972, df=2, p <0.05). From that point on, it appears that the nation's investment in HIV prevention became a strong correlate of HIV incidence (1-year lag correlation, r=-0.905, df=18, p <0.05). This exploratory study provides correlational evidence of a relationship between U.S. HIV incidence and the federal HIV prevention budget over time, and calls for further analysis of the role of funding and other factors that may influence the direction of a nation's HIV epidemic.
Kernel canonical-correlation Granger causality for multiple time series
NASA Astrophysics Data System (ADS)
Wu, Guorong; Duan, Xujun; Liao, Wei; Gao, Qing; Chen, Huafu
2011-04-01
Canonical-correlation analysis as a multivariate statistical technique has been applied to multivariate Granger causality analysis to infer information flow in complex systems. It shows unique appeal and great superiority over the traditional vector autoregressive method, due to the simplified procedure that detects causal interaction between multiple time series, and the avoidance of potential model estimation problems. However, it is limited to the linear case. Here, we extend the framework of canonical correlation to include the estimation of multivariate nonlinear Granger causality for drawing inference about directed interaction. Its feasibility and effectiveness are verified on simulated data.
Spatial Correlation of Solar-Wind Turbulence from Two-Point Measurements
NASA Technical Reports Server (NTRS)
Matthaeus, W. H.; Milano, L. J.; Dasso, S.; Weygand, J. M.; Smith, C. W.; Kivelson, M. G.
2005-01-01
Interplanetary turbulence, the best studied case of low frequency plasma turbulence, is the only directly quantified instance of astrophysical turbulence. Here, magnetic field correlation analysis, using for the first time only proper two-point, single time measurements, provides a key step in unraveling the space-time structure of interplanetary turbulence. Simultaneous magnetic field data from the Wind, ACE, and Cluster spacecraft are analyzed to determine the correlation (outer) scale, and the Taylor microscale near Earth's orbit.
Lamb, D C; Müller, B K; Bräuchle, C
2005-10-01
Fluorescence correlation spectroscopy (FCS) and fluorescence cross-correlation spectroscopy (FCCS) are methods that extract information about a sample from the influence of thermodynamic equilibrium fluctuations on the fluorescence intensity. This method allows dynamic information to be obtained from steady state equilibrium measurements and its popularity has dramatically increased in the last 10 years due to the development of high sensitivity detectors and its combination with confocal microscopy. Using time-correlated single-photon counting (TCSPC) detection and pulsed excitation, information over the duration of the excited state can be extracted and incorporated in the analysis. In this short review, we discuss new methodologies that have recently emerged which incorporated fluorescence lifetime information or TCSPC data in the FCS and FCCS analysis. Time-gated FCS discriminates between which photons are to be incorporated in the analysis dependent upon their arrival time after excitation. This allows for accurate FCS measurements in the presence of fluorescent background, determination of sample homogeneity, and the ability to distinguish between static and dynamic heterogeneities. A similar method, time-resolved FCS can be used to resolve the individual correlation functions from multiple fluorophores through the different fluorescence lifetimes. Pulsed interleaved excitation (PIE) encodes the excitation source into the TCSPC data. PIE can be used to perform dual-channel FCCS with a single detector and allows elimination of spectral cross-talk with dual-channel detection. For samples that undergo fluorescence resonance energy transfer (FRET), quantitative FCCS measurements can be performed in spite of the FRET and the static FRET efficiency can be determined.
Relative velocity change measurement based on seismic noise analysis in exploration geophysics
NASA Astrophysics Data System (ADS)
Corciulo, M.; Roux, P.; Campillo, M.; Dubuq, D.
2011-12-01
Passive monitoring techniques based on noise cross-correlation analysis are still debated in exploration geophysics even if recent studies showed impressive performance in seismology at larger scale. Time evolution of complex geological structure using noise data includes localization of noise sources and measurement of relative velocity variations. Monitoring relative velocity variations only requires the measurement of phase shifts of seismic noise cross-correlation functions computed for successive time recordings. The existing algorithms, such as the Stretching and the Doublet, classically need great efforts in terms of computation time, making them not practical when continuous dataset on dense arrays are acquired. We present here an innovative technique for passive monitoring based on the measure of the instantaneous phase of noise-correlated signals. The Instantaneous Phase Variation (IPV) technique aims at cumulating the advantages of the Stretching and Doublet methods while proposing a faster measurement of the relative velocity change. The IPV takes advantage of the Hilbert transform to compute in the time domain the phase difference between two noise correlation functions. The relative velocity variation is measured through the slope of the linear regression of the phase difference curve as a function of correlation time. The large amount of noise correlation functions, classically available at exploration scale on dense arrays, allows for a statistical analysis that further improves the precision of the estimation of the velocity change. In this work, numerical tests first aim at comparing the IPV performance to the Stretching and Doublet techniques in terms of accuracy, robustness and computation time. Then experimental results are presented using a seismic noise dataset with five days of continuous recording on 397 geophones spread on a ~1 km-squared area.
Automated vessel segmentation using cross-correlation and pooled covariance matrix analysis.
Du, Jiang; Karimi, Afshin; Wu, Yijing; Korosec, Frank R; Grist, Thomas M; Mistretta, Charles A
2011-04-01
Time-resolved contrast-enhanced magnetic resonance angiography (CE-MRA) provides contrast dynamics in the vasculature and allows vessel segmentation based on temporal correlation analysis. Here we present an automated vessel segmentation algorithm including automated generation of regions of interest (ROIs), cross-correlation and pooled sample covariance matrix analysis. The dynamic images are divided into multiple equal-sized regions. In each region, ROIs for artery, vein and background are generated using an iterative thresholding algorithm based on the contrast arrival time map and contrast enhancement map. Region-specific multi-feature cross-correlation analysis and pooled covariance matrix analysis are performed to calculate the Mahalanobis distances (MDs), which are used to automatically separate arteries from veins. This segmentation algorithm is applied to a dual-phase dynamic imaging acquisition scheme where low-resolution time-resolved images are acquired during the dynamic phase followed by high-frequency data acquisition at the steady-state phase. The segmented low-resolution arterial and venous images are then combined with the high-frequency data in k-space and inverse Fourier transformed to form the final segmented arterial and venous images. Results from volunteer and patient studies demonstrate the advantages of this automated vessel segmentation and dual phase data acquisition technique. Copyright © 2011 Elsevier Inc. All rights reserved.
Analysis of DNA Sequences by an Optical Time-Integrating Correlator: Proposal
1991-11-01
OF THE PROBLEM AND CURRENT TECHNOLOGY 2 3.0 TIME-INTEGRATING CORRELATOR 2 4.0 REPRESENTATIONS OF THE DNA BASES 8 5.0 DNA ANALYSIS STRATEGY 8 6.0... DNA bases where each base is represented by a 7-bits long pseudorandom sequence. 9 Figure 5: The flow of data in a DNA analysis system based on an...logarithmic scale and a linear scale. 15 x LIST OF TABLES PAGE Table 1: Short representations of the DNA bases where each base is represented by 7-bits
Re-Evaluation of Event Correlations in Virtual California Using Statistical Analysis
NASA Astrophysics Data System (ADS)
Glasscoe, M. T.; Heflin, M. B.; Granat, R. A.; Yikilmaz, M. B.; Heien, E.; Rundle, J.; Donnellan, A.
2010-12-01
Fusing the results of simulation tools with statistical analysis methods has contributed to our better understanding of the earthquake process. In a previous study, we used a statistical method to investigate emergent phenomena in data produced by the Virtual California earthquake simulator. The analysis indicated that there were some interesting fault interactions and possible triggering and quiescence relationships between events. We have converted the original code from Matlab to python/C++ and are now evaluating data from the most recent version of Virtual California in order to analyze and compare any new behavior exhibited by the model. The Virtual California earthquake simulator can be used to study fault and stress interaction scenarios for realistic California earthquakes. The simulation generates a synthetic earthquake catalog of events with a minimum size of ~M 5.8 that can be evaluated using statistical analysis methods. Virtual California utilizes realistic fault geometries and a simple Amontons - Coulomb stick and slip friction law in order to drive the earthquake process by means of a back-slip model where loading of each segment occurs due to the accumulation of a slip deficit at the prescribed slip rate of the segment. Like any complex system, Virtual California may generate emergent phenomena unexpected even by its designers. In order to investigate this, we have developed a statistical method that analyzes the interaction between Virtual California fault elements and thereby determine whether events on any given fault elements show correlated behavior. Our method examines events on one fault element and then determines whether there is an associated event within a specified time window on a second fault element. Note that an event in our analysis is defined as any time an element slips, rather than any particular “earthquake” along the entire fault length. Results are then tabulated and then differenced with an expected correlation, calculated by assuming a uniform distribution of events in time. We generate a correlation score matrix, which indicates how weakly or strongly correlated each fault element is to every other in the course of the VC simulation. We calculate correlation scores by summing the difference between the actual and expected correlations over all time window lengths and normalizing by the time window size. The correlation score matrix can focus attention on the most interesting areas for more in-depth analysis of event correlation vs. time. The previous study included 59 faults (639 elements) in the model, which included all the faults save the creeping section of the San Andreas. The analysis spanned 40,000 yrs of Virtual California-generated earthquake data. The newly revised VC model includes 70 faults, 8720 fault elements, and spans 110,000 years. Due to computational considerations, we will evaluate the elements comprising the southern California region, which our previous study indicated showed interesting fault interaction and event triggering/quiescence relationships.
A new multifunction acousto-optic signal processor
NASA Technical Reports Server (NTRS)
Berg, N. J.; Casseday, M. W.; Filipov, A. N.; Pellegrino, J. M.
1984-01-01
An acousto-optic architecture for simultaneously obtaining time integration correlation and high-speed power spectrum analysis was constructed using commercially available TeO2 modulators and photodiode detector-arrays. The correlator section of the processor uses coherent interferometry to attain maximum bandwidth and dynamic range while achieving a time-bandwidth product of 1 million. Two correllator outputs are achieved in this system configuration. One is optically filtered and magnified 2 : 1 to decrease the spatial frequency to a level where a 25-MHz bandwidth may be sampled by a 62-mm array with elements on 25-micro centers. The other output is magnified by a factor of 10 such that the center 4 microseconds of information is available for estimation of time-difference-of-arrival to within 10 ns. The Bragg cell spectrum-analyzer section, which also has two outputs, resolves a 25-MHz instantaneous bandwidth to 25 kHz and can determine discrete-frequency reception time to within 15 microseconds. A microprocessor combines spectrum analysis information with that obtained from the correlator.
NASA Astrophysics Data System (ADS)
Guy, Nathaniel
This thesis explores new ways of looking at telemetry data, from a time-correlative perspective, in order to see patterns within the data that may suggest root causes of system faults. It was thought initially that visualizing an animated Pearson Correlation Coefficient (PCC) matrix for telemetry channels would be sufficient to give new understanding; however, testing showed that the high dimensionality and inability to easily look at change over time in this approach impeded understanding. Different correlative techniques, combined with the time curve visualization proposed by Bach et al (2015), were adapted to visualize both raw telemetry and telemetry data correlations. Review revealed that these new techniques give insights into the data, and an intuitive grasp of data families, which show the effectiveness of this approach for enhancing system understanding and assisting with root cause analysis for complex aerospace systems.
ERIC Educational Resources Information Center
Marks, Gary N.
2016-01-01
Multi-domain and longitudinal studies of student achievement routinely find moderate to strong correlations across achievement domains and even stronger within-domain correlations over time. The purpose of this study is to examine the sources of these patterns analysing student achievement in 5 domains across Years 3, 5 and 7. The analysis is of…
Kenett, Dror Y; Tumminello, Michele; Madi, Asaf; Gur-Gershgoren, Gitit; Mantegna, Rosario N; Ben-Jacob, Eshel
2010-12-20
What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation based networks represent the stocks and their relationships, which are then investigated using different network theory methodologies. Here we introduce a new concept to tackle the above question--the partial correlation network. Partial correlation is a measure of how the correlation between two variables, e.g., stock returns, is affected by a third variable. By using it we define a proxy of stock influence, which is then used to construct partial correlation networks. The empirical part of this study is performed on a specific financial system, namely the set of 300 highly capitalized stocks traded at the New York Stock Exchange, in the time period 2001-2003. By constructing the partial correlation network, unlike the case of standard correlation based networks, we find that stocks belonging to the financial sector and, in particular, to the investment services sub-sector, are the most influential stocks affecting the correlation profile of the system. Using a moving window analysis, we find that the strong influence of the financial stocks is conserved across time for the investigated trading period. Our findings shed a new light on the underlying mechanisms and driving forces controlling the correlation profile observed in a financial market.
Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System
NASA Astrophysics Data System (ADS)
Niu, Hongli; Wang, Jun
We establish a financial price process by continuum percolation system, in which we attribute price fluctuations to the investors’ attitudes towards the financial market, and consider the clusters in continuum percolation as the investors share the same investment opinion. We investigate the cross-correlations in two return time series, and analyze the multifractal behaviors in this relationship. Further, we study the corresponding behaviors for the real stock indexes of SSE and HSI as well as the liquid stocks pair of SPD and PAB by comparison. To quantify the multifractality in cross-correlation relationship, we employ multifractal detrended cross-correlation analysis method to perform an empirical research for the simulation data and the real markets data.
NASA Astrophysics Data System (ADS)
Zimnyakov, Dmitry A.; Tuchin, Valery V.; Yodh, Arjun G.; Mishin, Alexey A.; Peretochkin, Igor S.
1998-04-01
Relationships between decorrelation and depolarization of coherent light scattered by disordered media are examined by using the conception of the photon paths distribution functions. Analysis of behavior of the autocorrelation functions of the scattered field fluctuations and their polarization properties allows us to introduce generalized parameter of scattering media such as specific correlation time. Determination of specific correlation time has been carried out for phantom scattering media (water suspensions of polystyrene spheres). Results of statistical, correlation and polarization analysis of static and dynamic speckle patterns carried out in the experiments with human sclera with artificially controlled optical transmittance are presented. Some possibilities of applications of such polarization- correlation technique for monitoring and visualization of non- single scattering tissue structures are discussed.
NASA Astrophysics Data System (ADS)
Li, Xing; Qiu, Tian; Chen, Guang; Zhong, Li-Xin; Wu, Xiao-Run
2017-04-01
Partial correlation analysis is employed to study the market impact on the Chinese stock market from both the native and external markets. Whereas the native market index is observed to have a great impact on the market correlations for both the Shanghai and Shenzhen stock markets, some external stock indices of the United States, European and Asian stock markets show a slight influence on the Chinese market. The individual stock can be affected by different economic sectors, but the dominant influence is from the sector the stock itself belongs to or closely related to, and the finance and insurance sector shows a weaker correlation with other economic sectors. Moreover, the market structure similarity exhibits a negative correlation with the price return in most time, and the structure similarity decays with the time interval.
NASA Astrophysics Data System (ADS)
Ghosh, Dipak; Dutta, Srimonti; Chakraborty, Sayantan
2015-09-01
This paper reports a study on the cross-correlation between the electric bid price and SENSEX using Multifractal Detrended Cross-correlation Analysis (MF-DXA). MF-DXA is a very rigorous and robust technique for assessment of cross-correction between two non-linear time series. The study reveals power law cross-correlation between Market Clearing Price (MCP) and SENSEX which suggests that a change in the value of one can create a subjective change in the value of the other.
Detrended Cross Correlation Analysis: a new way to figure out the underlying cause of global warming
NASA Astrophysics Data System (ADS)
Hazra, S.; Bera, S. K.
2016-12-01
Analysing non-stationary time series is a challenging task in earth science, seismology, solar physics, climate, biology, finance etc. Most of the cases external noise like oscillation, high frequency noise, low frequency noise in different scales lead to erroneous result. Many statistical methods are proposed to find the correlation between two non-stationary time series. N. Scafetta and B. J. West, Phys. Rev. Lett. 90, 248701 (2003), reported a strong relationship between solar flare intermittency (SFI) and global temperature anomalies (GTA) using diffusion entropy analysis. It has been recently shown that detrended cross correlation analysis (DCCA) is better technique to remove the effects of any unwanted signal as well as local and periodic trend. Thus DCCA technique is more suitable to find the correlation between two non-stationary time series. By this technique, correlation coefficient at different scale can be estimated. Motivated by this here we have applied a new DCCA technique to find the relationship between SFI and GTA. We have also applied this technique to find the relationship between GTA and carbon di-oxide density, GTA and methane density on earth atmosphere. In future we will try to find the relationship between GTA and aerosols present in earth atmosphere, water vapour density on earth atmosphere, ozone depletion etc. This analysis will help us for better understanding about the reason behind global warming
NASA Astrophysics Data System (ADS)
Sohrabinia, M.; Rack, W.; Zawar-Reza, P.
2012-07-01
The objective of this analysis is to provide a quantitative estimate of the fluctuations of land surface temperature (LST) with varying near surface soil moisture (SM) on different land-cover (LC) types. The study area is located in the Canterbury Plains in the South Island of New Zealand. Time series of LST from the MODerate resolution Imaging Spectro-radiometer (MODIS) have been analysed statistically to study the relationship between the surface skin temperature and near-surface SM. In-situ measurements of the skin temperature and surface SM with a quasi-experimental design over multiple LC types are used for validation. Correlations between MODIS LST and in-situ SM, as well as in-situ surface temperature and SM are calculated. The in-situ measurements and MODIS data are collected from various LC types. Pearson's r correlation coefficient and linear regression are used to fit the MODIS LST and surface skin temperature with near-surface SM. There was no significant correlation between time-series of MODIS LST and near-surface SM from the initial analysis, however, careful analysis of the data showed significant correlation between the two parameters. Night-time series of the in-situ surface temperature and SM from a 12 hour period over Irrigated-Crop, Mixed-Grass, Forest, Barren and Open- Grass showed inverse correlations of -0.47, -0.68, -0.74, -0.88 and -0.93, respectively. These results indicated that the relationship between near-surface SM and LST in short-terms (12 to 24 hours) is strong, however, remotely sensed LST with higher temporal resolution is required to establish this relationship in such time-scales. This method can be used to study near-surface SM using more frequent LST observations from a geostationary satellite over the study area.
Mapping Diffusion in a Living Cell via the Phasor Approach
Ranjit, Suman; Lanzano, Luca; Gratton, Enrico
2014-01-01
Diffusion of a fluorescent protein within a cell has been measured using either fluctuation-based techniques (fluorescence correlation spectroscopy (FCS) or raster-scan image correlation spectroscopy) or particle tracking. However, none of these methods enables us to measure the diffusion of the fluorescent particle at each pixel of the image. Measurement using conventional single-point FCS at every individual pixel results in continuous long exposure of the cell to the laser and eventual bleaching of the sample. To overcome this limitation, we have developed what we believe to be a new method of scanning with simultaneous construction of a fluorescent image of the cell. In this believed new method of modified raster scanning, as it acquires the image, the laser scans each individual line multiple times before moving to the next line. This continues until the entire area is scanned. This is different from the original raster-scan image correlation spectroscopy approach, where data are acquired by scanning each frame once and then scanning the image multiple times. The total time of data acquisition needed for this method is much shorter than the time required for traditional FCS analysis at each pixel. However, at a single pixel, the acquired intensity time sequence is short; requiring nonconventional analysis of the correlation function to extract information about the diffusion. These correlation data have been analyzed using the phasor approach, a fit-free method that was originally developed for analysis of FLIM images. Analysis using this method results in an estimation of the average diffusion coefficient of the fluorescent species at each pixel of an image, and thus, a detailed diffusion map of the cell can be created. PMID:25517145
Molecular dynamics analysis of transitions between rotational isomers in polymethylene
NASA Astrophysics Data System (ADS)
Zúñiga, Ignacio; Bahar, Ivet; Dodge, Robert; Mattice, Wayne L.
1991-10-01
Molecular dynamics trajectories have been computed and analyzed for linear chains, with sizes ranging from C10H22 to C100H202, and for cyclic C100H200. All hydrogen atoms are included discretely. All bond lengths, bond angles, and torsion angles are variable. Hazard plots show a tendency, at very short times, for correlations between rotational isomeric transitions at bond i and i±2, in much the same manner as in the Brownian dynamics simulations reported by Helfand and co-workers. This correlation of next nearest neighbor bonds in isolated polyethylene chains is much weaker than the correlation found for next nearest neighbor CH-CH2 bonds in poly(1,4-trans-butadiene) confined to the channel formed by crystalline perhydrotriphenylene [Dodge and Mattice, Macromolecules 24, 2709 (1991)]. Less than half of the rotational isomeric transitions observed in the entire trajectory for C50H102 can be described as strongly coupled next nearest neighbor transitions. If correlated motions are identified with successive transitions, which occur within a time interval of Δt≤1 ps, only 18% of the transitions occur through cooperative motion of bonds i and i±2. An analysis of the entire data set of 2482 rotational isomeric state transitions, observed in a 3.7 ns trajectory for C50H102 at 400 K, was performed using a formalism that treats the transitions at different bonds as being independent. On time scales of 0.1 ns or longer, the analysis based on independent bonds accounts reasonably well for the results from the molecular dynamics simulations. At shorter times the molecular dynamics simulation reveals a higher mobility than implied by the analysis assuming independent bonds, presumably due to the influence of correlations that are important at shorter times.
NASA Technical Reports Server (NTRS)
Dragonette, Richard A.; Suter, Joseph J.
1992-01-01
An extensive statistical analysis has been undertaken to determine if a correlation exists between changes in an NR atomic hydrogen maser's frequency offset and changes in environmental conditions. Correlation analyses have been performed comparing barometric pressure, humidity, and temperature with maser frequency offset as a function of time for periods ranging from 5.5 to 17 days. Semipartial correlation coefficients as large as -0.9 have been found between barometric pressure and maser frequency offset. Correlation between maser frequency offset and humidity was small compared to barometric pressure and unpredictable. Analysis of temperature data indicates that in the most current design, temperature does not significantly affect maser frequency offset.
Braun, Benedikt J; Bushuven, Eva; Hell, Rebecca; Veith, Nils T; Buschbaum, Jan; Holstein, Joerg H; Pohlemann, Tim
2016-02-01
Weight bearing after lower extremity fractures still remains a highly controversial issue. Even in ankle fractures, the most common lower extremity injury no standard aftercare protocol has been established. Average non weight bearing times range from 0 to 7 weeks, with standardised, radiological healing controls at fixed time intervals. Recent literature calls for patient-adapted aftercare protocols based on individual fracture and load scenarios. We show the clinical feasibility and first results of a new, insole embedded gait analysis tool for continuous monitoring of gait, load and activity. Ten patients were monitored with a new, independent gait analysis insole for up to 3 months postoperatively. Strict 20 kg partial weight bearing was ordered for 6 weeks. Overall activity, load spectrum, ground reaction forces, clinical scoring and general health data were recorded and correlated. Statistical analysis with power analysis, t-test and Spearman correlation was performed. Only one patient completely adhered to the set weight bearing limit. Average time in minutes over the limit was 374 min. Based on the parameters load, activity, gait time over 20 kg weight bearing and maximum ground reaction force high and low performers were defined after 3 weeks. Significant difference in time to painless full weight bearing between high and low performers was shown. Correlation analysis revealed a significant correlation between weight bearing and clinical scoring as well as pain (American Orthopaedic Foot and Ankle Society (AOFAS) Score rs=0.74; Olerud-Molander Score rs=0.93; VAS pain rs=-0.95). Early, continuous gait analysis is able to define aftercare performers with significant differences in time to full painless weight bearing where clinical or radiographic controls could not. Patient compliance to standardised weight bearing limits and protocols is low. Highly individual rehabilitation patterns were seen in all patients. Aftercare protocols should be adjusted to real-time patient conditions, rather than fixed intervals and limits. With a real-time measuring device high performers could be identified and influenced towards optimal healing conditions early, while low performers are recognised and missing healing influences could be corrected according to patient condition. Copyright © 2015 Elsevier Ltd. All rights reserved.
Liu, Jianzheng; Li, Weifeng; Wu, Jiansheng; Liu, Yonghong
2018-01-01
The Beijing-Tianjin-Hebei area faces a severe fine particulate matter (PM2.5) problem. To date, considerable progress has been made toward understanding the PM2.5 problem, including spatial-temporal characterization, driving factors, and health effects. However, little research has been done on the dynamic interactions and relationships between PM2.5 concentrations in different cities in this area. To address the research gap, this study discovered a phenomenon of time-lagged intercity correlations of PM2.5 time series and proposed a visualization framework based on this phenomenon to visualize the interaction in PM2.5 concentrations between cities. The visualizations produced using the framework show that there are significant time-lagged correlations between the PM2.5 time series in different cities in this area. The visualizations also show that the correlations are more significant in colder months and between cities that are closer, and that there are seasonal changes in the temporal order of the correlated PM2.5 time series. Further analysis suggests that the time-lagged intercity correlations of PM2.5 time series are most likely due to synoptic meteorological variations. We argue that the visualizations demonstrate the interactions of air pollution between cities in the Beijing-Tianjin-Hebei area and the significant effect of synoptic meteorological conditions on PM2.5 pollution. The visualization framework could help determine the pathway of regional transportation of air pollution and may also be useful in delineating the area of interaction of PM2.5 pollution for impact analysis.
Li, Weifeng; Wu, Jiansheng; Liu, Yonghong
2018-01-01
The Beijing-Tianjin-Hebei area faces a severe fine particulate matter (PM2.5) problem. To date, considerable progress has been made toward understanding the PM2.5 problem, including spatial-temporal characterization, driving factors, and health effects. However, little research has been done on the dynamic interactions and relationships between PM2.5 concentrations in different cities in this area. To address the research gap, this study discovered a phenomenon of time-lagged intercity correlations of PM2.5 time series and proposed a visualization framework based on this phenomenon to visualize the interaction in PM2.5 concentrations between cities. The visualizations produced using the framework show that there are significant time-lagged correlations between the PM2.5 time series in different cities in this area. The visualizations also show that the correlations are more significant in colder months and between cities that are closer, and that there are seasonal changes in the temporal order of the correlated PM2.5 time series. Further analysis suggests that the time-lagged intercity correlations of PM2.5 time series are most likely due to synoptic meteorological variations. We argue that the visualizations demonstrate the interactions of air pollution between cities in the Beijing-Tianjin-Hebei area and the significant effect of synoptic meteorological conditions on PM2.5 pollution. The visualization framework could help determine the pathway of regional transportation of air pollution and may also be useful in delineating the area of interaction of PM2.5 pollution for impact analysis. PMID:29438417
1992-01-01
VM and the correlation entropy K,(M) versus the embedding dimension M for both the linear and non-linear signals. Crosses refer to the linear signal...mensions, leading to a correlation dimension v=2.7. A similar structure was observed bv Voges et al. [461 in the analysis of the X-ray variability of...0 + 7 1j, and its recurrence plots often indicates whether a where A 0 = 10 and 71, is uniformly random dis- meaningful correlation integral analysis
Influence of the Time Scale on the Construction of Financial Networks
Emmert-Streib, Frank; Dehmer, Matthias
2010-01-01
Background In this paper we investigate the definition and formation of financial networks. Specifically, we study the influence of the time scale on their construction. Methodology/Principal Findings For our analysis we use correlation-based networks obtained from the daily closing prices of stock market data. More precisely, we use the stocks that currently comprise the Dow Jones Industrial Average (DJIA) and estimate financial networks where nodes correspond to stocks and edges correspond to none vanishing correlation coefficients. That means only if a correlation coefficient is statistically significant different from zero, we include an edge in the network. This construction procedure results in unweighted, undirected networks. By separating the time series of stock prices in non-overlapping intervals, we obtain one network per interval. The length of these intervals corresponds to the time scale of the data, whose influence on the construction of the networks will be studied in this paper. Conclusions/Significance Numerical analysis of four different measures in dependence on the time scale for the construction of networks allows us to gain insights about the intrinsic time scale of the stock market with respect to a meaningful graph-theoretical analysis. PMID:20949124
Diffuse-charge dynamics of ionic liquids in electrochemical systems.
Zhao, Hui
2011-11-01
We employ a continuum theory of solvent-free ionic liquids accounting for both short-range electrostatic correlations and steric effects (finite ion size) [Bazant et al., Phys. Rev. Lett. 106, 046102 (2011)] to study the response of a model microelectrochemical cell to a step voltage. The model problem consists of a 1-1 symmetric ionic liquid between two parallel blocking electrodes, neglecting any transverse transport phenomena. Matched asymptotic expansions in the limit of thin double layers are applied to analyze the resulting one-dimensional equations and study the overall charge-time relation in the weakly nonlinear regime. One important conclusion is that our simple scaling analysis suggests that the length scale √(λ*(D)l*(c)) accurately characterizes the double-layer structure of ionic liquids with strong electrostatic correlations where l*(c) is the electrostatic correlation length (in contrast, the Debye screening length λ*(D) is the primary double-layer length for electrolytes) and the response time of λ(D)(*3/2)L*/(D*l(c)(1/2)) (not λ*(D)L*/D* that is the primary charging time of electrolytes) is the correct charging time scale of ionic liquids with strong electrostatic correlations where D* is the diffusivity and L* is the separation length of the cell. With these two new scales, data of both electric potential versus distance from the electrode and the total diffuse charge versus time collapse onto each individual master curve in the presence of strong electrostatic correlations. In addition, the dependance of the total diffuse charge on steric effects, short-range correlations, and driving voltages is thoroughly examined. The results from the asymptotic analysis are compared favorably with those from full numerical simulations. Finally, the absorption of excess salt by the double layer creates a depletion region outside the double layer. Such salt depletion may bring a correction to the leading order terms and break down the weakly nonlinear analysis. A criterion which justifies the weakly nonlinear analysis is verified with numerical simulations.
Zhuang, Katie Z.; Lebedev, Mikhail A.
2014-01-01
Correlation between cortical activity and electromyographic (EMG) activity of limb muscles has long been a subject of neurophysiological studies, especially in terms of corticospinal connectivity. Interest in this issue has recently increased due to the development of brain-machine interfaces with output signals that mimic muscle force. For this study, three monkeys were implanted with multielectrode arrays in multiple cortical areas. One monkey performed self-timed touch pad presses, whereas the other two executed arm reaching movements. We analyzed the dynamic relationship between cortical neuronal activity and arm EMGs using a joint cross-correlation (JCC) analysis that evaluated trial-by-trial correlation as a function of time intervals within a trial. JCCs revealed transient correlations between the EMGs of multiple muscles and neural activity in motor, premotor and somatosensory cortical areas. Matching results were obtained using spike-triggered averages corrected by subtracting trial-shuffled data. Compared with spike-triggered averages, JCCs more readily revealed dynamic changes in cortico-EMG correlations. JCCs showed that correlation peaks often sharpened around movement times and broadened during delay intervals. Furthermore, JCC patterns were directionally selective for the arm-reaching task. We propose that such highly dynamic, task-dependent and distributed relationships between cortical activity and EMGs should be taken into consideration for future brain-machine interfaces that generate EMG-like signals. PMID:25210153
Morimoto, Shimpei; Yahara, Koji
2018-03-01
Protein expression is regulated by the production and degradation of mRNAs and proteins but the specifics of their relationship are controversial. Although technological advances have enabled genome-wide and time-series surveys of mRNA and protein abundance, recent studies have shown paradoxical results, with most statistical analyses being limited to linear correlation, or analysis of variance applied separately to mRNA and protein datasets. Here, using recently analyzed genome-wide time-series data, we have developed a statistical analysis framework for identifying which types of genes or biological gene groups have significant correlation between mRNA and protein abundance after accounting for potential time delays. Our framework stratifies all genes in terms of the extent of time delay, conducts gene clustering in each stratum, and performs a non-parametric statistical test of the correlation between mRNA and protein abundance in a gene cluster. Consequently, we revealed stronger correlations than previously reported between mRNA and protein abundance in two metabolic pathways. Moreover, we identified a pair of stress responsive genes ( ADC17 and KIN1 ) that showed a highly similar time series of mRNA and protein abundance. Furthermore, we confirmed robustness of the analysis framework by applying it to another genome-wide time-series data and identifying a cytoskeleton-related gene cluster (keratin 18, keratin 17, and mitotic spindle positioning) that shows similar correlation. The significant correlation and highly similar changes of mRNA and protein abundance suggests a concerted role of these genes in cellular stress response, which we consider provides an answer to the question of the specific relationships between mRNA and protein in a cell. In addition, our framework for studying the relationship between mRNAs and proteins in a cell will provide a basis for studying specific relationships between mRNA and protein abundance after accounting for potential time delays.
Brawanski, Alexander
2017-01-01
Multimodal brain monitoring has been utilized to optimize treatment of patients with critical neurological diseases. However, the amount of data requires an integrative tool set to unmask pathological events in a timely fashion. Recently we have introduced a mathematical model allowing the simulation of pathophysiological conditions such as reduced intracranial compliance and impaired autoregulation. Utilizing a mathematical tool set called selected correlation analysis (sca), correlation patterns, which indicate impaired autoregulation, can be detected in patient data sets (scp). In this study we compared the results of the sca with the pressure reactivity index (PRx), an established marker for impaired autoregulation. Mean PRx values were significantly higher in time segments identified as scp compared to segments showing no selected correlations (nsc). The sca based approach predicted cerebral autoregulation failure with a sensitivity of 78.8% and a specificity of 62.6%. Autoregulation failure, as detected by the results of both analysis methods, was significantly correlated with poor outcome. Sca of brain monitoring data detects impaired autoregulation with high sensitivity and sufficient specificity. Since the sca approach allows the simultaneous detection of both major pathological conditions, disturbed autoregulation and reduced compliance, it may become a useful analysis tool for brain multimodal monitoring data. PMID:28255331
Proescholdt, Martin A; Faltermeier, Rupert; Bele, Sylvia; Brawanski, Alexander
2017-01-01
Multimodal brain monitoring has been utilized to optimize treatment of patients with critical neurological diseases. However, the amount of data requires an integrative tool set to unmask pathological events in a timely fashion. Recently we have introduced a mathematical model allowing the simulation of pathophysiological conditions such as reduced intracranial compliance and impaired autoregulation. Utilizing a mathematical tool set called selected correlation analysis (sca), correlation patterns, which indicate impaired autoregulation, can be detected in patient data sets (scp). In this study we compared the results of the sca with the pressure reactivity index (PRx), an established marker for impaired autoregulation. Mean PRx values were significantly higher in time segments identified as scp compared to segments showing no selected correlations (nsc). The sca based approach predicted cerebral autoregulation failure with a sensitivity of 78.8% and a specificity of 62.6%. Autoregulation failure, as detected by the results of both analysis methods, was significantly correlated with poor outcome. Sca of brain monitoring data detects impaired autoregulation with high sensitivity and sufficient specificity. Since the sca approach allows the simultaneous detection of both major pathological conditions, disturbed autoregulation and reduced compliance, it may become a useful analysis tool for brain multimodal monitoring data.
Structural neural correlates of multitasking: A voxel-based morphometry study.
Zhang, Rui-Ting; Yang, Tian-Xiao; Wang, Yi; Sui, Yuxiu; Yao, Jingjing; Zhang, Chen-Yuan; Cheung, Eric F C; Chan, Raymond C K
2016-12-01
Multitasking refers to the ability to organize assorted tasks efficiently in a short period of time, which plays an important role in daily life. However, the structural neural correlates of multitasking performance remain unclear. The present study aimed at exploring the brain regions associated with multitasking performance using global correlation analysis. Twenty-six healthy participants first underwent structural brain scans and then performed the modified Six Element Test, which required participants to attempt six subtasks in 10 min while obeying a specific rule. Voxel-based morphometry of the whole brain was used to detect the structural correlates of multitasking ability. Grey matter volume of the anterior cingulate cortex (ACC) was positively correlated with the overall performance and time monitoring in multitasking. In addition, white matter volume of the anterior thalamic radiation (ATR) was also positively correlated with time monitoring during multitasking. Other related brain regions associated with multitasking included the superior frontal gyrus, the inferior occipital gyrus, the lingual gyrus, and the inferior longitudinal fasciculus. No significant correlation was found between grey matter volume of the prefrontal cortex (Brodmann Area 10) and multitasking performance. Using a global correlation analysis to examine various aspects of multitasking performance, this study provided new insights into the structural neural correlates of multitasking ability. In particular, the ACC was identified as an important brain region that played both a general and a specific time-monitoring role in multitasking, extending the role of the ACC from lesioned populations to healthy populations. The present findings also support the view that the ATR may influence multitasking performance by affecting time-monitoring abilities. © 2016 The Institute of Psychology, Chinese Academy of Sciences and John Wiley & Sons Australia, Ltd.
Self-rating of daily time management in children: psychometric properties of the Time-S.
Sköld, Annika; Janeslätt, Gunnel Kristina
2017-05-01
Impaired ability to manage time has been shown in several diagnoses common in childhood. Impaired ability involves activities and participation domain (daily time management, DTM) and body function and structure domain (time-processing ability, TPA). DTM needs to be evaluated from an individual's own perspective. To date, there has been a lack of self-rating instruments for children that focus on DTM. The aim of this study is to describe psychometric properties of Time-S when used in children aged 10-17 years with a diagnosis of ADHD, Autism, CP or mild ID. Further, to test whether TPA correlates with self-rated DTM. Eighty-three children aged 10-17 years participated in the study. Rasch analysis was used to assess psychometric properties. Correlation analysis was performed between Time-S and a measure of TPA. The 21 items of the Time-S questionnaire fit into a unitary construct measuring self-perceived daily management of an individual's time. A non-significant, small correlation was found between TPA and DTM. The results indicate good psychometric properties for the questionnaire. The questionnaire is potentially useful in intervention planning and evaluation.
Is walking a random walk? Evidence for long-range correlations in stride interval of human gait
NASA Technical Reports Server (NTRS)
Hausdorff, Jeffrey M.; Peng, C.-K.; Ladin, Zvi; Wei, Jeanne Y.; Goldberger, Ary L.
1995-01-01
Complex fluctuation of unknown origin appear in the normal gait pattern. These fluctuations might be described as being (1) uncorrelated white noise, (2) short-range correlations, or (3) long-range correlations with power-law scaling. To test these possibilities, the stride interval of 10 healthy young men was measured as they walked for 9 min at their usual rate. From these time series we calculated scaling indexes by using a modified random walk analysis and power spectral analysis. Both indexes indicated the presence of long-range self-similar correlations extending over hundreds of steps; the stride interval at any time depended on the stride interval at remote previous times, and this dependence decayed in a scale-free (fractallike) power-law fashion. These scaling indexes were significantly different from those obtained after random shuffling of the original time series, indicating the importance of the sequential ordering of the stride interval. We demonstrate that conventional models of gait generation fail to reproduce the observed scaling behavior and introduce a new type of central pattern generator model that sucessfully accounts for the experimentally observed long-range correlations.
Local-feature analysis for automated coarse-graining of bulk-polymer molecular dynamics simulations.
Xue, Y; Ludovice, P J; Grover, M A
2012-12-01
A method for automated coarse-graining of bulk polymers is presented, using the data-mining tool of local feature analysis. Most existing methods for polymer coarse-graining define superatoms based on their covalent bonding topology along the polymer backbone, but here superatoms are defined based only on their correlated motions, as observed in molecular dynamics simulations. Correlated atomic motions are identified in the simulation data using local feature analysis, between atoms in the same or in different polymer chains. Groups of highly correlated atoms constitute the superatoms in the coarse-graining scheme, and the positions of their seed coordinates are then projected forward in time. Based on only the seed positions, local feature analysis enables the full reconstruction of all atomic positions. This reconstruction suggests an iterative scheme to reduce the computation of the simulations to initialize another short molecular dynamic simulation, identify new superatoms, and again project forward in time.
NASA Technical Reports Server (NTRS)
Zeiler, Thomas A.; Pototzky, Anthony S.
1989-01-01
A theoretical basis and example calculations are given that demonstrate the relationship between the Matched Filter Theory approach to the calculation of time-correlated gust loads and Phased Design Load Analysis in common use in the aerospace industry. The relationship depends upon the duality between Matched Filter Theory and Random Process Theory and upon the fact that Random Process Theory is used in Phased Design Loads Analysis in determining an equiprobable loads design ellipse. Extensive background information describing the relevant points of Phased Design Loads Analysis, calculating time-correlated gust loads with Matched Filter Theory, and the duality between Matched Filter Theory and Random Process Theory is given. It is then shown that the time histories of two time-correlated gust load responses, determined using the Matched Filter Theory approach, can be plotted as parametric functions of time and that the resulting plot, when superposed upon the design ellipse corresponding to the two loads, is tangent to the ellipse. The question is raised of whether or not it is possible for a parametric load plot to extend outside the associated design ellipse. If it is possible, then the use of the equiprobable loads design ellipse will not be a conservative design practice in some circumstances.
Time-localized wavelet multiple regression and correlation
NASA Astrophysics Data System (ADS)
Fernández-Macho, Javier
2018-02-01
This paper extends wavelet methodology to handle comovement dynamics of multivariate time series via moving weighted regression on wavelet coefficients. The concept of wavelet local multiple correlation is used to produce one single set of multiscale correlations along time, in contrast with the large number of wavelet correlation maps that need to be compared when using standard pairwise wavelet correlations with rolling windows. Also, the spectral properties of weight functions are investigated and it is argued that some common time windows, such as the usual rectangular rolling window, are not satisfactory on these grounds. The method is illustrated with a multiscale analysis of the comovements of Eurozone stock markets during this century. It is shown how the evolution of the correlation structure in these markets has been far from homogeneous both along time and across timescales featuring an acute divide across timescales at about the quarterly scale. At longer scales, evidence from the long-term correlation structure can be interpreted as stable perfect integration among Euro stock markets. On the other hand, at intramonth and intraweek scales, the short-term correlation structure has been clearly evolving along time, experiencing a sharp increase during financial crises which may be interpreted as evidence of financial 'contagion'.
Time irreversibility and intrinsics revealing of series with complex network approach
NASA Astrophysics Data System (ADS)
Xiong, Hui; Shang, Pengjian; Xia, Jianan; Wang, Jing
2018-06-01
In this work, we analyze time series on the basis of the visibility graph algorithm that maps the original series into a graph. By taking into account the all-round information carried by the signals, the time irreversibility and fractal behavior of series are evaluated from a complex network perspective, and considered signals are further classified from different aspects. The reliability of the proposed analysis is supported by numerical simulations on synthesized uncorrelated random noise, short-term correlated chaotic systems and long-term correlated fractal processes, and by the empirical analysis on daily closing prices of eleven worldwide stock indices. Obtained results suggest that finite size has a significant effect on the evaluation, and that there might be no direct relation between the time irreversibility and long-range correlation of series. Similarity and dissimilarity between stock indices are also indicated from respective regional and global perspectives, showing the existence of multiple features of underlying systems.
NASA Astrophysics Data System (ADS)
Hsiao, Y. R.; Tsai, C.
2017-12-01
As the WHO Air Quality Guideline indicates, ambient air pollution exposes world populations under threat of fatal symptoms (e.g. heart disease, lung cancer, asthma etc.), raising concerns of air pollution sources and relative factors. This study presents a novel approach to investigating the multiscale variations of PM2.5 in southern Taiwan over the past decade, with four meteorological influencing factors (Temperature, relative humidity, precipitation and wind speed),based on Noise-assisted Multivariate Empirical Mode Decomposition(NAMEMD) algorithm, Hilbert Spectral Analysis(HSA) and Time-dependent Intrinsic Correlation(TDIC) method. NAMEMD algorithm is a fully data-driven approach designed for nonlinear and nonstationary multivariate signals, and is performed to decompose multivariate signals into a collection of channels of Intrinsic Mode Functions (IMFs). TDIC method is an EMD-based method using a set of sliding window sizes to quantify localized correlation coefficients for multiscale signals. With the alignment property and quasi-dyadic filter bank of NAMEMD algorithm, one is able to produce same number of IMFs for all variables and estimates the cross correlation in a more accurate way. The performance of spectral representation of NAMEMD-HSA method is compared with Complementary Empirical Mode Decomposition/ Hilbert Spectral Analysis (CEEMD-HSA) and Wavelet Analysis. The nature of NAMAMD-based TDICC analysis is then compared with CEEMD-based TDIC analysis and the traditional correlation analysis.
Quantifying and Reducing Uncertainty in Correlated Multi-Area Short-Term Load Forecasting
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yannan; Hou, Zhangshuan; Meng, Da
2016-07-17
In this study, we represent and reduce the uncertainties in short-term electric load forecasting by integrating time series analysis tools including ARIMA modeling, sequential Gaussian simulation, and principal component analysis. The approaches are mainly focusing on maintaining the inter-dependency between multiple geographically related areas. These approaches are applied onto cross-correlated load time series as well as their forecast errors. Multiple short-term prediction realizations are then generated from the reduced uncertainty ranges, which are useful for power system risk analyses.
Scale and time dependence of serial correlations in word-length time series of written texts
NASA Astrophysics Data System (ADS)
Rodriguez, E.; Aguilar-Cornejo, M.; Femat, R.; Alvarez-Ramirez, J.
2014-11-01
This work considered the quantitative analysis of large written texts. To this end, the text was converted into a time series by taking the sequence of word lengths. The detrended fluctuation analysis (DFA) was used for characterizing long-range serial correlations of the time series. To this end, the DFA was implemented within a rolling window framework for estimating the variations of correlations, quantified in terms of the scaling exponent, strength along the text. Also, a filtering derivative was used to compute the dependence of the scaling exponent relative to the scale. The analysis was applied to three famous English-written literary narrations; namely, Alice in Wonderland (by Lewis Carrol), Dracula (by Bram Stoker) and Sense and Sensibility (by Jane Austen). The results showed that high correlations appear for scales of about 50-200 words, suggesting that at these scales the text contains the stronger coherence. The scaling exponent was not constant along the text, showing important variations with apparent cyclical behavior. An interesting coincidence between the scaling exponent variations and changes in narrative units (e.g., chapters) was found. This suggests that the scaling exponent obtained from the DFA is able to detect changes in narration structure as expressed by the usage of words of different lengths.
Leaf phenological characters of main tree species in urban forest of Shenyang.
Xu, Sheng; Xu, Wenduo; Chen, Wei; He, Xingyuan; Huang, Yanqing; Wen, Hua
2014-01-01
Plant leaves, as the main photosynthetic organs and the high energy converters among primary producers in terrestrial ecosystems, have attracted significant research attention. Leaf lifespan is an adaptive characteristic formed by plants to obtain the maximum carbon in the long-term adaption process. It determines important functional and structural characteristics exhibited in the environmental adaptation of plants. However, the leaf lifespan and leaf characteristics of urban forests were not studied up to now. By using statistic, linear regression methods and correlation analysis, leaf phenological characters of main tree species in urban forest of Shenyang were observed for five years to obtain the leafing phenology (including leafing start time, end time, and duration), defoliating phenology (including defoliation start time, end time, and duration), and the leaf lifespan of the main tree species. Moreover, the relationships between temperature and leafing phenology, defoliating phenology, and leaf lifespan were analyzed. The timing of leafing differed greatly among species. The early leafing species would have relatively early end of leafing; the longer it took to the end of leafing would have a later time of completed leafing. The timing of defoliation among different species varied significantly, the early defoliation species would have relatively longer duration of defoliation. If the mean temperature rise for 1°C in spring, the time of leafing would experience 5 days earlier in spring. If the mean temperature decline for 1°C, the time of defoliation would experience 3 days delay in autumn. There is significant correlation between leaf longevity and the time of leafing and defoliation. According to correlation analysis and regression analysis, there is significant correlation between temperature and leafing and defoliation phenology. Early leafing species would have a longer life span and consequently have advantage on carbon accumulation compared with later defoliation species.
NASA Astrophysics Data System (ADS)
Leptokaropoulos, Konstantinos; Staszek, Monika; Lasocki, Stanisław; Martínez-Garzón, Patricia; Kwiatek, Grzegorz
2018-02-01
The Geysers geothermal field located in California, USA, is the largest geothermal site in the world, operating since the 1960s. We here investigate and quantify the correlation between temporal seismicity evolution and variation of the injection data by examination of time-series through specified statistical tools (binomial test to investigate significant rate changes, cross correlation between seismic and injection data, b-value variation analysis). To do so, we utilize seismicity and operational data associated with two injection wells (Prati-9 and Prati-29) which cover a time period of approximately 7 yr (from November 2007 to August 2014). The seismicity is found to be significantly positively correlated with the injection rate. The maximum correlation occurs with a seismic response delay of ˜2 weeks, following injection operations. Those results are very stable even after considering hypocentral uncertainties, by applying a vertical shift of the events foci up to 300 m. Our analysis indicates also time variations of b-value, which exhibits significant positive correlation with injection rates.
[Electroencephalogram Feature Selection Based on Correlation Coefficient Analysis].
Zhou, Jinzhi; Tang, Xiaofang
2015-08-01
In order to improve the accuracy of classification with small amount of motor imagery training data on the development of brain-computer interface (BCD systems, we proposed an analyzing method to automatically select the characteristic parameters based on correlation coefficient analysis. Throughout the five sample data of dataset IV a from 2005 BCI Competition, we utilized short-time Fourier transform (STFT) and correlation coefficient calculation to reduce the number of primitive electroencephalogram dimension, then introduced feature extraction based on common spatial pattern (CSP) and classified by linear discriminant analysis (LDA). Simulation results showed that the average rate of classification accuracy could be improved by using correlation coefficient feature selection method than those without using this algorithm. Comparing with support vector machine (SVM) optimization features algorithm, the correlation coefficient analysis can lead better selection parameters to improve the accuracy of classification.
NASA Astrophysics Data System (ADS)
Mensi, Walid; Hamdi, Atef; Shahzad, Syed Jawad Hussain; Shafiullah, Muhammad; Al-Yahyaee, Khamis Hamed
2018-07-01
This paper analyzes the dynamic efficiency and interdependence of Islamic and conventional banks of Saudi Arabia. This analysis applies the Multifractal Detrended Fluctuation Analysis (MF-DFA) and Multifractal Detrended Cross-Correlation Analysis (MF-DXA) approaches. The MF-DFA results show strong multifractality in the daily returns of Saudi banks. Moreover, all eight banks studied exhibit persistence correlation, which demonstrates inefficiency. The rolling window results show significant change in the inefficiency levels over the time. The cross-correlation analysis between bank-pairs exhibits long term interdependence between most of them. These findings indicate that the banking sector in Saudi Arabia suffers from inefficiency and exhibits long term memory.
Strategies for Interactive Visualization of Large Scale Climate Simulations
NASA Astrophysics Data System (ADS)
Xie, J.; Chen, C.; Ma, K.; Parvis
2011-12-01
With the advances in computational methods and supercomputing technology, climate scientists are able to perform large-scale simulations at unprecedented resolutions. These simulations produce data that are time-varying, multivariate, and volumetric, and the data may contain thousands of time steps with each time step having billions of voxels and each voxel recording dozens of variables. Visualizing such time-varying 3D data to examine correlations between different variables thus becomes a daunting task. We have been developing strategies for interactive visualization and correlation analysis of multivariate data. The primary task is to find connection and correlation among data. Given the many complex interactions among the Earth's oceans, atmosphere, land, ice and biogeochemistry, and the sheer size of observational and climate model data sets, interactive exploration helps identify which processes matter most for a particular climate phenomenon. We may consider time-varying data as a set of samples (e.g., voxels or blocks), each of which is associated with a vector of representative or collective values over time. We refer to such a vector as a temporal curve. Correlation analysis thus operates on temporal curves of data samples. A temporal curve can be treated as a two-dimensional function where the two dimensions are time and data value. It can also be treated as a point in the high-dimensional space. In this case, to facilitate effective analysis, it is often necessary to transform temporal curve data from the original space to a space of lower dimensionality. Clustering and segmentation of temporal curve data in the original or transformed space provides us a way to categorize and visualize data of different patterns, which reveals connection or correlation of data among different variables or at different spatial locations. We have employed the power of GPU to enable interactive correlation visualization for studying the variability and correlations of a single or a pair of variables. It is desired to create a succinct volume classification that summarizes the connection among all correlation volumes with respect to various reference locations. Providing a reference location must correspond to a voxel position, the number of correlation volumes equals the total number of voxels. A brute-force solution takes all correlation volumes as the input and classifies their corresponding voxels according to their correlation volumes' distance. For large-scale time-varying multivariate data, calculating all these correlation volumes on-the-fly and analyzing the relationships among them is not feasible. We have developed a sampling-based approach for volume classification in order to reduce the computation cost of computing the correlation volumes. Users are able to employ their domain knowledge in selecting important samples. The result is a static view that captures the essence of correlation relationships; i.e., for all voxels in the same cluster, their corresponding correlation volumes are similar. This sampling-based approach enables us to obtain an approximation of correlation relations in a cost-effective manner, thus leading to a scalable solution to investigate large-scale data sets. These techniques empower climate scientists to study large data from their simulations.
The Secant Rate of Corrosion: Correlating Observations of the USS Arizona Submerged in Pearl Harbor
NASA Astrophysics Data System (ADS)
Johnson, Donald L.; DeAngelis, Robert J.; Medlin, Dana J.; Johnson, Jon E.; Carr, James D.; Conlin, David L.
2018-03-01
Contrary to previous linear projections of steel corrosion in seawater, analysis of an inert marker embedded in USS Arizona concretion since the 7 December 1941 attack on Pearl Harbor reveals evidence that the effective corrosion rate decreases with time. The secant rate of corrosion, or SRC correlation, derived from this discovery could have a significant impact on failure analysis investigations for concreted shipwrecks or underwater structures. The correlation yields a lower rate of metal thinning than predicted. Development of the correlation is described.
Regression analysis of longitudinal data with correlated censoring and observation times.
Li, Yang; He, Xin; Wang, Haiying; Sun, Jianguo
2016-07-01
Longitudinal data occur in many fields such as the medical follow-up studies that involve repeated measurements. For their analysis, most existing approaches assume that the observation or follow-up times are independent of the response process either completely or given some covariates. In practice, it is apparent that this may not be true. In this paper, we present a joint analysis approach that allows the possible mutual correlations that can be characterized by time-dependent random effects. Estimating equations are developed for the parameter estimation and the resulted estimators are shown to be consistent and asymptotically normal. The finite sample performance of the proposed estimators is assessed through a simulation study and an illustrative example from a skin cancer study is provided.
A model of return intervals between earthquake events
NASA Astrophysics Data System (ADS)
Zhou, Yu; Chechkin, Aleksei; Sokolov, Igor M.; Kantz, Holger
2016-06-01
Application of the diffusion entropy analysis and the standard deviation analysis to the time sequence of the southern California earthquake events from 1976 to 2002 uncovered scaling behavior typical for anomalous diffusion. However, the origin of such behavior is still under debate. Some studies attribute the scaling behavior to the correlations in the return intervals, or waiting times, between aftershocks or mainshocks. To elucidate a nature of the scaling, we applied specific reshulffling techniques to eliminate correlations between different types of events and then examined how it affects the scaling behavior. We demonstrate that the origin of the scaling behavior observed is the interplay between mainshock waiting time distribution and the structure of clusters of aftershocks, but not correlations in waiting times between the mainshocks and aftershocks themselves. Our findings are corroborated by numerical simulations of a simple model showing a very similar behavior. The mainshocks are modeled by a renewal process with a power-law waiting time distribution between events, and aftershocks follow a nonhomogeneous Poisson process with the rate governed by Omori's law.
NASA Astrophysics Data System (ADS)
Lee, Minsuk; Won, Youngjae; Park, Byungjun; Lee, Seungrag
2017-02-01
Not only static characteristics but also dynamic characteristics of the red blood cell (RBC) contains useful information for the blood diagnosis. Quantitative phase imaging (QPI) can capture sample images with subnanometer scale depth resolution and millisecond scale temporal resolution. Various researches have been used QPI for the RBC diagnosis, and recently many researches has been developed to decrease the process time of RBC information extraction using QPI by the parallel computing algorithm, however previous studies are interested in the static parameters such as morphology of the cells or simple dynamic parameters such as root mean square (RMS) of the membrane fluctuations. Previously, we presented a practical blood test method using the time series correlation analysis of RBC membrane flickering with QPI. However, this method has shown that there is a limit to the clinical application because of the long computation time. In this study, we present an accelerated time series correlation analysis of RBC membrane flickering using the parallel computing algorithm. This method showed consistent fractal scaling exponent results of the surrounding medium and the normal RBC with our previous research.
Dichotomous-noise-induced pattern formation in a reaction-diffusion system
NASA Astrophysics Data System (ADS)
Das, Debojyoti; Ray, Deb Shankar
2013-06-01
We consider a generic reaction-diffusion system in which one of the parameters is subjected to dichotomous noise by controlling the flow of one of the reacting species in a continuous-flow-stirred-tank reactor (CSTR) -membrane reactor. The linear stability analysis in an extended phase space is carried out by invoking Furutzu-Novikov procedure for exponentially correlated multiplicative noise to derive the instability condition in the plane of the noise parameters (correlation time and strength of the noise). We demonstrate that depending on the correlation time an optimal strength of noise governs the self-organization. Our theoretical analysis is corroborated by numerical simulations on pattern formation in a chlorine-dioxide-iodine-malonic acid reaction-diffusion system.
Neural correlates of belief-bias reasoning under time pressure: a near-infrared spectroscopy study.
Tsujii, Takeo; Watanabe, Shigeru
2010-04-15
The dual-process theory of reasoning explained the belief-bias effect, the tendency for human reasoning to be erroneously biased when logical conclusions are incongruent with belief about the world, by proposing a belief-based fast heuristic system and a logic-based slow analytic system. Although the claims were supported by behavioral findings that the belief-bias effect was enhanced when subjects were not given sufficient time for reasoning, the neural correlates were still unknown. The present study therefore examined the relationship between the time-pressure effect and activity in the inferior frontal cortex (IFC) during belief-bias reasoning using near-infrared spectroscopy (NIRS). Forty-eight subjects performed congruent and incongruent reasoning tasks, involving long-span (20 s) and short-span trials (10 s). Behavioral analysis found that only incongruent reasoning performance was impaired by the time-pressure of short-span trials. NIRS analysis found that the time-pressure decreased right IFC activity during incongruent trials. Correlation analysis showed that subjects with enhanced right IFC activity could perform better in incongruent trials, while subjects for whom the right IFC activity was impaired by the time-pressure could not maintain better reasoning performance. These findings suggest that the right IFC may be responsible for the time-pressure effect in conflicting reasoning processes. When the right IFC activity was impaired in the short-span trials in which subjects were not given sufficient time for reasoning, the subjects may rely on the fast heuristic system, which result in belief-bias responses. We therefore offer the first demonstration of neural correlates of time-pressure effect on the IFC activity in belief-bias reasoning. Copyright 2009 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Adarsh, S.; Reddy, M. Janga
2017-07-01
In this paper, the Hilbert-Huang transform (HHT) approach is used for the multiscale characterization of All India Summer Monsoon Rainfall (AISMR) time series and monsoon rainfall time series from five homogeneous regions in India. The study employs the Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) for multiscale decomposition of monsoon rainfall in India and uses the Normalized Hilbert Transform and Direct Quadrature (NHT-DQ) scheme for the time-frequency characterization. The cross-correlation analysis between orthogonal modes of All India monthly monsoon rainfall time series and that of five climate indices such as Quasi Biennial Oscillation (QBO), El Niño Southern Oscillation (ENSO), Sunspot Number (SN), Atlantic Multi Decadal Oscillation (AMO), and Equatorial Indian Ocean Oscillation (EQUINOO) in the time domain showed that the links of different climate indices with monsoon rainfall are expressed well only for few low-frequency modes and for the trend component. Furthermore, this paper investigated the hydro-climatic teleconnection of ISMR in multiple time scales using the HHT-based running correlation analysis technique called time-dependent intrinsic correlation (TDIC). The results showed that both the strength and nature of association between different climate indices and ISMR vary with time scale. Stemming from this finding, a methodology employing Multivariate extension of EMD and Stepwise Linear Regression (MEMD-SLR) is proposed for prediction of monsoon rainfall in India. The proposed MEMD-SLR method clearly exhibited superior performance over the IMD operational forecast, M5 Model Tree (MT), and multiple linear regression methods in ISMR predictions and displayed excellent predictive skill during 1989-2012 including the four extreme events that have occurred during this period.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu
State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less
Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu
2017-10-31
State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less
Multi-scale variability and long-range memory in indoor Radon concentrations from Coimbra, Portugal
NASA Astrophysics Data System (ADS)
Donner, Reik V.; Potirakis, Stelios; Barbosa, Susana
2014-05-01
The presence or absence of long-range correlations in the variations of indoor Radon concentrations has recently attracted considerable interest. As a radioactive gas naturally emitted from the ground in certain geological settings, understanding environmental factors controlling Radon concentrations and their dynamics is important for estimating its effect on human health and the efficiency of possible measures for reducing the corresponding exposition. In this work, we re-analyze two high-resolution records of indoor Radon concentrations from Coimbra, Portugal, each of which spans several months of continuous measurements. In order to evaluate the presence of long-range correlations and fractal scaling, we utilize a multiplicity of complementary methods, including power spectral analysis, ARFIMA modeling, classical and multi-fractal detrended fluctuation analysis, and two different estimators of the signals' fractal dimensions. Power spectra and fluctuation functions reveal some complex behavior with qualitatively different properties on different time-scales: white noise in the high-frequency part, indications of some long-range correlated process dominating time scales of several hours to days, and pronounced low-frequency variability associated with tidal and/or meteorological forcing. In order to further decompose these different scales of variability, we apply two different approaches. On the one hand, applying multi-resolution analysis based on the discrete wavelet transform allows separately studying contributions on different time scales and characterize their specific correlation and scaling properties. On the other hand, singular system analysis (SSA) provides a reconstruction of the essential modes of variability. Specifically, by considering only the first leading SSA modes, we achieve an efficient de-noising of our environmental signals, highlighting the low-frequency variations together with some distinct scaling on sub-daily time-scales resembling the properties of a long-range correlated process.
The Importance and Role of Intracluster Correlations in Planning Cluster Trials
Preisser, John S.; Reboussin, Beth A.; Song, Eun-Young; Wolfson, Mark
2008-01-01
There is increasing recognition of the critical role of intracluster correlations of health behavior outcomes in cluster intervention trials. This study examines the estimation, reporting, and use of intracluster correlations in planning cluster trials. We use an estimating equations approach to estimate the intracluster correlations corresponding to the multiple-time-point nested cross-sectional design. Sample size formulae incorporating 2 types of intracluster correlations are examined for the purpose of planning future trials. The traditional intracluster correlation is the correlation among individuals within the same community at a specific time point. A second type is the correlation among individuals within the same community at different time points. For a “time × condition” analysis of a pretest–posttest nested cross-sectional trial design, we show that statistical power considerations based upon a posttest-only design generally are not an adequate substitute for sample size calculations that incorporate both types of intracluster correlations. Estimation, reporting, and use of intracluster correlations are illustrated for several dichotomous measures related to underage drinking collected as part of a large nonrandomized trial to enforce underage drinking laws in the United States from 1998 to 2004. PMID:17879427
Taghva, Alexander; Song, Dong; Hampson, Robert E.; Deadwyler, Sam A.; Berger, Theodore W.
2013-01-01
BACKGROUND Identification of functional dependence among neurons is a necessary component in both the rational design of neural prostheses as well as in the characterization of network physiology. The objective of this article is to provide a tutorial for neurosurgeons regarding information theory, specifically time-delayed mutual information, and to compare time-delayed mutual information, an information theoretic quantity based on statistical dependence, with cross-correlation, a commonly used metric for this task in a preliminary analysis of rat hippocampal neurons. METHODS Spike trains were recorded from rats performing delayed nonmatch-to-sample task using an array of electrodes surgically implanted into the hippocampus of each hemisphere of the brain. In addition, spike train simulations of positively correlated neurons, negatively correlated neurons, and neurons correlated by nonlinear functions were generated. These were evaluated by time-delayed mutual information (MI) and cross-correlation. RESULTS Application of time-delayed MI to experimental data indicated the optimal bin size for information capture in the CA3-CA1 system was 40 ms, which may provide some insight into the spatiotemporal nature of encoding in the rat hippocampus. On simulated data, time-delayed MI showed peak values at appropriate time lags in positively correlated, negatively correlated, and complexly correlated data. Cross-correlation showed peak and troughs with positively correlated and negatively correlated data, but failed to capture some higher order correlations. CONCLUSIONS Comparison of time-delayed MI to cross-correlation in identification of functionally dependent neurons indicates that the methods are not equivalent. Time-delayed MI appeared to capture some interactions between CA3-CA1 neurons at physiologically plausible time delays missed by cross-correlation. It should be considered as a method for identification of functional dependence between neurons and may be useful in the development of neural prosthetics. PMID:22120279
Taghva, Alexander; Song, Dong; Hampson, Robert E; Deadwyler, Sam A; Berger, Theodore W
2012-12-01
Identification of functional dependence among neurons is a necessary component in both the rational design of neural prostheses as well as in the characterization of network physiology. The objective of this article is to provide a tutorial for neurosurgeons regarding information theory, specifically time-delayed mutual information, and to compare time-delayed mutual information, an information theoretic quantity based on statistical dependence, with cross-correlation, a commonly used metric for this task in a preliminary analysis of rat hippocampal neurons. Spike trains were recorded from rats performing delayed nonmatch-to-sample task using an array of electrodes surgically implanted into the hippocampus of each hemisphere of the brain. In addition, spike train simulations of positively correlated neurons, negatively correlated neurons, and neurons correlated by nonlinear functions were generated. These were evaluated by time-delayed mutual information (MI) and cross-correlation. Application of time-delayed MI to experimental data indicated the optimal bin size for information capture in the CA3-CA1 system was 40 ms, which may provide some insight into the spatiotemporal nature of encoding in the rat hippocampus. On simulated data, time-delayed MI showed peak values at appropriate time lags in positively correlated, negatively correlated, and complexly correlated data. Cross-correlation showed peak and troughs with positively correlated and negatively correlated data, but failed to capture some higher order correlations. Comparison of time-delayed MI to cross-correlation in identification of functionally dependent neurons indicates that the methods are not equivalent. Time-delayed MI appeared to capture some interactions between CA3-CA1 neurons at physiologically plausible time delays missed by cross-correlation. It should be considered as a method for identification of functional dependence between neurons and may be useful in the development of neural prosthetics. Copyright © 2012 Elsevier Inc. All rights reserved.
Cross-correlations between crude oil and agricultural commodity markets
NASA Astrophysics Data System (ADS)
Liu, Li
2014-02-01
In this paper, we investigate cross-correlations between crude oil and agricultural commodity markets. Based on a popular statistical test proposed by Podobnik et al. (2009), we find that the linear return cross-correlations are significant at larger lag lengths and the volatility cross-correlations are highly significant at all of the lag lengths under consideration. Using a detrended cross-correlation analysis (DCCA), we find that the return cross-correlations are persistent for corn and soybean and anti-persistent for oat and soybean. The volatility cross-correlations are strongly persistent. Using a nonlinear cross-correlation measure, our results show that cross-correlations are relatively weak but they are significant for smaller time scales. For larger time scales, the cross-correlations are not significant. The reason may be that information transmission from crude oil market to agriculture markets can complete within a certain period of time. Finally, based on multifractal extension of DCCA, we find that the cross-correlations are multifractal and high oil prices partly contribute to food crisis during the period of 2006-mid-2008.
Detecting coupled collective motions in protein by independent subspace analysis
NASA Astrophysics Data System (ADS)
Sakuraba, Shun; Joti, Yasumasa; Kitao, Akio
2010-11-01
Protein dynamics evolves in a high-dimensional space, comprising aharmonic, strongly correlated motional modes. Such correlation often plays an important role in analyzing protein function. In order to identify significantly correlated collective motions, here we employ independent subspace analysis based on the subspace joint approximate diagonalization of eigenmatrices algorithm for the analysis of molecular dynamics (MD) simulation trajectories. From the 100 ns MD simulation of T4 lysozyme, we extract several independent subspaces in each of which collective modes are significantly correlated, and identify the other modes as independent. This method successfully detects the modes along which long-tailed non-Gaussian probability distributions are obtained. Based on the time cross-correlation analysis, we identified a series of events among domain motions and more localized motions in the protein, indicating the connection between the functionally relevant phenomena which have been independently revealed by experiments.
A scalable correlator for multichannel diffuse correlation spectroscopy.
Stapels, Christopher J; Kolodziejski, Noah J; McAdams, Daniel; Podolsky, Matthew J; Fernandez, Daniel E; Farkas, Dana; Christian, James F
2016-02-01
Diffuse correlation spectroscopy (DCS) is a technique which enables powerful and robust non-invasive optical studies of tissue micro-circulation and vascular blood flow. The technique amounts to autocorrelation analysis of coherent photons after their migration through moving scatterers and subsequent collection by single-mode optical fibers. A primary cost driver of DCS instruments are the commercial hardware-based correlators, limiting the proliferation of multi-channel instruments for validation of perfusion analysis as a clinical diagnostic metric. We present the development of a low-cost scalable correlator enabled by microchip-based time-tagging, and a software-based multi-tau data analysis method. We will discuss the capabilities of the instrument as well as the implementation and validation of 2- and 8-channel systems built for live animal and pre-clinical settings.
Statistical physics approaches to financial fluctuations
NASA Astrophysics Data System (ADS)
Wang, Fengzhong
2009-12-01
Complex systems attract many researchers from various scientific fields. Financial markets are one of these widely studied complex systems. Statistical physics, which was originally developed to study large systems, provides novel ideas and powerful methods to analyze financial markets. The study of financial fluctuations characterizes market behavior, and helps to better understand the underlying market mechanism. Our study focuses on volatility, a fundamental quantity to characterize financial fluctuations. We examine equity data of the entire U.S. stock market during 2001 and 2002. To analyze the volatility time series, we develop a new approach, called return interval analysis, which examines the time intervals between two successive volatilities exceeding a given value threshold. We find that the return interval distribution displays scaling over a wide range of thresholds. This scaling is valid for a range of time windows, from one minute up to one day. Moreover, our results are similar for commodities, interest rates, currencies, and for stocks of different countries. Further analysis shows some systematic deviations from a scaling law, which we can attribute to nonlinear correlations in the volatility time series. We also find a memory effect in return intervals for different time scales, which is related to the long-term correlations in the volatility. To further characterize the mechanism of price movement, we simulate the volatility time series using two different models, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) and fractional Brownian motion (fBm), and test these models with the return interval analysis. We find that both models can mimic time memory but only fBm shows scaling in the return interval distribution. In addition, we examine the volatility of daily opening to closing and of closing to opening. We find that each volatility distribution has a power law tail. Using the detrended fluctuation analysis (DFA) method, we show long-term auto-correlations in these volatility time series. We also analyze return, the actual price changes of stocks, and find that the returns over the two sessions are often anti-correlated.
Statistical tests for power-law cross-correlated processes
NASA Astrophysics Data System (ADS)
Podobnik, Boris; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Stanley, H. Eugene
2011-12-01
For stationary time series, the cross-covariance and the cross-correlation as functions of time lag n serve to quantify the similarity of two time series. The latter measure is also used to assess whether the cross-correlations are statistically significant. For nonstationary time series, the analogous measures are detrended cross-correlations analysis (DCCA) and the recently proposed detrended cross-correlation coefficient, ρDCCA(T,n), where T is the total length of the time series and n the window size. For ρDCCA(T,n), we numerically calculated the Cauchy inequality -1≤ρDCCA(T,n)≤1. Here we derive -1≤ρDCCA(T,n)≤1 for a standard variance-covariance approach and for a detrending approach. For overlapping windows, we find the range of ρDCCA within which the cross-correlations become statistically significant. For overlapping windows we numerically determine—and for nonoverlapping windows we derive—that the standard deviation of ρDCCA(T,n) tends with increasing T to 1/T. Using ρDCCA(T,n) we show that the Chinese financial market's tendency to follow the U.S. market is extremely weak. We also propose an additional statistical test that can be used to quantify the existence of cross-correlations between two power-law correlated time series.
Correlators in simultaneous measurement of non-commuting qubit observables
NASA Astrophysics Data System (ADS)
Atalaya, Juan; Hacohen-Gourgy, Shay; Martin, Leigh S.; Siddiqi, Irfan; Korotkov, Alexander N.
We consider simultaneous continuous measurement of non-commuting qubit observables and analyze multi-time correlators 〈i κ1 (t1) ^i κN (tN) 〉 for output signals i κ (t) from the detectors. Both informational (''spooky'') and phase backactions from cQED-type measurements with phase-sensitive amplifiers are taken into account. We find an excellent agreement between analytical results and experimental data for two-time correlators of the output signals from simultaneous measurement of qubit observables σx and σφ =σx cosφ +σy sinφ . The correlators can be used to extract small deviations of experimental parameters, e.g., phase backaction and residual Rabi frequency. The multi-time correlators are important in analysis of Bacon-Shor error correction/detection codes, operated with continuous measurements.
Wang, Jun-Sheng; Olszewski, Emily; Devine, Erin E; Hoffman, Matthew R; Zhang, Yu; Shao, Jun; Jiang, Jack J
2016-08-01
To evaluate the spatiotemporal correlation of vocal fold vibration using eigenmode analysis before and after polyp removal and explore the potential clinical relevance of spatiotemporal analysis of correlation length and entropy as quantitative voice parameters. We hypothesized that increased order in the vibrating signal after surgical intervention would decrease the eigenmode-based entropy and increase correlation length. Prospective case series. Forty subjects (23 males, 17 females) with unilateral (n = 24) or bilateral (n = 16) polyps underwent polyp removal. High-speed videoendoscopy was performed preoperatively and 2 weeks postoperatively. Spatiotemporal analysis was performed to determine entropy, quantification of signal disorder, correlation length, size, and spatially ordered structure of vocal fold vibration in comparison to full spatial consistency. The signal analyzed consists of the vibratory pattern in space and time derived from the high-speed video glottal area contour. Entropy decreased (Z = -3.871, P < .001) and correlation length increased (t = -8.913, P < .001) following polyp excision. The intraclass correlation coefficients (ICC) for correlation length and entropy were 0.84 and 0.93. Correlation length and entropy are sensitive to mass lesions. These parameters could potentially be used to augment subjective visualization after polyp excision when evaluating procedural efficacy. © The Author(s) 2016.
Speckle-correlation analysis of the microcapillary blood circulation in nail bed
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vilenskii, M A; Agafonov, D N; Zimnyakov, D A
2011-04-30
We present the results of the experimental studies of the possibility of monitoring the blood microcirculation in human finger nail bed with application of speckle-correlation analysis, based on estimating the contrast of time-averaged dynamic speckles. The hemodynamics at normal blood circulation and under conditions of partially suppressed blood circulation is analysed. A microscopic analysis is performed to visualise the structural changes in capillaries that are caused by suppressing blood circulation. The problems and prospects of speckle-correlation monitoring of the nail bed microhemodynamics under laboratory and clinical conditions are discussed. (optical technologies in biophysics and medicine)
Cross-correlation of point series using a new method
NASA Technical Reports Server (NTRS)
Strothers, Richard B.
1994-01-01
Traditional methods of cross-correlation of two time series do not apply to point time series. Here, a new method, devised specifically for point series, utilizes a correlation measure that is based in the rms difference (or, alternatively, the median absolute difference) between nearest neightbors in overlapped segments of the two series. Error estimates for the observed locations of the points, as well as a systematic shift of one series with respect to the other to accommodate a constant, but unknown, lead or lag, are easily incorporated into the analysis using Monte Carlo techniques. A methodological restriction adopted here is that one series be treated as a template series against which the other, called the target series, is cross-correlated. To estimate a significance level for the correlation measure, the adopted alternative (null) hypothesis is that the target series arises from a homogeneous Poisson process. The new method is applied to cross-correlating the times of the greatest geomagnetic storms with the times of maximum in the undecennial solar activity cycle.
A KST framework for correlation network construction from time series signals
NASA Astrophysics Data System (ADS)
Qi, Jin-Peng; Gu, Quan; Zhu, Ying; Zhang, Ping
2018-04-01
A KST (Kolmogorov-Smirnov test and T statistic) method is used for construction of a correlation network based on the fluctuation of each time series within the multivariate time signals. In this method, each time series is divided equally into multiple segments, and the maximal data fluctuation in each segment is calculated by a KST change detection procedure. Connections between each time series are derived from the data fluctuation matrix, and are used for construction of the fluctuation correlation network (FCN). The method was tested with synthetic simulations and the result was compared with those from using KS or T only for detection of data fluctuation. The novelty of this study is that the correlation analyses was based on the data fluctuation in each segment of each time series rather than on the original time signals, which would be more meaningful for many real world applications and for analysis of large-scale time signals where prior knowledge is uncertain.
Analysis of DNA Sequences by an Optical ime-Integrating Correlator: Proposal
1991-11-01
CURRENT TECHNOLOGY 2 3.0 TIME-INTEGRATING CORRELATOR 2 4.0 REPRESENTATIONS OF THE DNA BASES 8 5.0 DNA ANALYSIS STRATEGY 8 6.0 STRATEGY FOR COARSE...1)-correlation peak formed by the AxB term and (2)-pedestal formed by the A + B terms. 7 Figure 4: Short representations of the DNA bases where each...linear scale. 15 x LIST OF TABLES PAGE Table 1: Short representations of the DNA bases where each base is represented by 7-bits long pseudorandom
Culiver, Adam; Garrison, J Craig; Creed, Kalyssa M; Conway, John E; Goto, Shiho; Werner, Sherry
2018-01-24
Numerous studies have reported kinematic data on baseball pitchers using 3D motion analysis, but no studies to date have correlated this data with clinical outcome measures. To examine the relationship among Y Balance Test-Lower Quarter (YBT-LQ) composite scores, musculoskeletal characteristics of the hip and pitching kinematics in NCAA Division I baseball pitchers. Cross-sectional. 3D motion analysis laboratory. 19 healthy male collegiate baseball pitchers. Internal and external hip passive range of motion (PROM); hip abduction strength; YBT-LQ composite scores; kinematic variables of the pitching motion. Stride length demonstrated a moderate positive correlation with dominant limb YBT-LQ composite score (r=0.524, p=0.018) and non-dominant limb YBT-LQ composite score (r=0.550, p=0.012), and a weak positive correlation with normalized time to maximal humerus velocity (r=0.458, p=0.043). Stride length had a moderate negative correlation with normalized time to maximal thorax velocity (r= -0.522, p=0.018) and dominant hip TRM (r= -0.660, p=0.002), and had a strong negative correlation with normalized time from SFC to maximal knee flexion (r= -0.722, p<0.001). Dominant limb YBT-LQ composite score had a weak negative correlation with hip abduction strength difference (r= -0.459, p=0.042) and normalized time to maximal thorax velocity (r= -0.468, p=0.037), as well as a moderate negative correlation with dominant hip TRM (r= -0.160, p=0.004). Non-dominant limb YBT-LQ composite score demonstrated a weak negative correlation with normalized time to maximal thorax velocity (r= -0.450, p=0.046) and had a moderate negative correlation with dominant hip TRM (r= -0.668, p=0.001). Hip abduction strength difference demonstrated a weak positive correlation with dominant hip TRM (r=0.482, p=0.032). Dominant hip TRM had a moderate positive correlation with normalized time to maximal thorax velocity (r=0.484, p=0.031). There were no other significant relationships between the remaining variables. YBT-LQ is a clinical measure which can be used to correlate with hip musculoskeletal characteristics and pitching kinematics in NCAA Division I pitchers.
NASA Astrophysics Data System (ADS)
Xie, Wen-Jie; Jiang, Zhi-Qiang; Gu, Gao-Feng; Xiong, Xiong; Zhou, Wei-Xing
2015-10-01
Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important issues about these methods are not well understood and most methods consider only one moment order. We study the joint multifractal analysis based on partition function with two moment orders, which was initially invented to investigate fluid fields, and derive analytically several important properties. We apply the method numerically to binomial measures with multifractal cross correlations and bivariate fractional Brownian motions without multifractal cross correlations. For binomial multifractal measures, the explicit expressions of mass function, singularity strength and multifractal spectrum of the cross correlations are derived, which agree excellently with the numerical results. We also apply the method to stock market indexes and unveil intriguing multifractality in the cross correlations of index volatilities.
Liu, An-Nuo; Wang, Lu-Lu; Li, Hui-Ping; Gong, Juan; Liu, Xiao-Hong
2017-05-01
The literature on posttraumatic growth (PTG) is burgeoning, with the inconsistencies in the literature of the relationship between PTG and posttraumatic stress disorder (PTSD) symptoms becoming a focal point of attention. Thus, this meta-analysis aims to explore the relationship between PTG and PTSD symptoms through the Pearson correlation coefficient. A systematic search of the literature from January 1996 to November 2015 was completed. We retrieved reports on 63 studies that involved 26,951 patients. The weighted correlation coefficient revealed an effect size of 0.22 with a 95% confidence interval of 0.18 to 0.25. Meta-analysis provides evidence that PTG may be positively correlated with PTSD symptoms and that this correlation may be modified by age, trauma type, and time since trauma. Accordingly, people with high levels of PTG should not be ignored, but rather, they should continue to receive help to alleviate their PTSD symptoms.
Parametric number covariance in quantum chaotic spectra.
Vinayak; Kumar, Sandeep; Pandey, Akhilesh
2016-03-01
We study spectral parametric correlations in quantum chaotic systems and introduce the number covariance as a measure of such correlations. We derive analytic results for the classical random matrix ensembles using the binary correlation method and obtain compact expressions for the covariance. We illustrate the universality of this measure by presenting the spectral analysis of the quantum kicked rotors for the time-reversal invariant and time-reversal noninvariant cases. A local version of the parametric number variance introduced earlier is also investigated.
Quantifying the Behavior of Stock Correlations Under Market Stress
Preis, Tobias; Kenett, Dror Y.; Stanley, H. Eugene; Helbing, Dirk; Ben-Jacob, Eshel
2012-01-01
Understanding correlations in complex systems is crucial in the face of turbulence, such as the ongoing financial crisis. However, in complex systems, such as financial systems, correlations are not constant but instead vary in time. Here we address the question of quantifying state-dependent correlations in stock markets. Reliable estimates of correlations are absolutely necessary to protect a portfolio. We analyze 72 years of daily closing prices of the 30 stocks forming the Dow Jones Industrial Average (DJIA). We find the striking result that the average correlation among these stocks scales linearly with market stress reflected by normalized DJIA index returns on various time scales. Consequently, the diversification effect which should protect a portfolio melts away in times of market losses, just when it would most urgently be needed. Our empirical analysis is consistent with the interesting possibility that one could anticipate diversification breakdowns, guiding the design of protected portfolios. PMID:23082242
Fluctuation correlation models for receptor immobilization
NASA Astrophysics Data System (ADS)
Fourcade, B.
2017-12-01
Nanoscale dynamics with cycles of receptor diffusion and immobilization by cell-external-or-internal factors is a key process in living cell adhesion phenomena at the origin of a plethora of signal transduction pathways. Motivated by modern correlation microscopy approaches, the receptor correlation functions in physical models based on diffusion-influenced reaction is studied. Using analytical and stochastic modeling, this paper focuses on the hybrid regime where diffusion and reaction are not truly separable. The time receptor autocorrelation functions are shown to be indexed by different time scales and their asymptotic expansions are given. Stochastic simulations show that this analysis can be extended to situations with a small number of molecules. It is also demonstrated that this analysis applies when receptor immobilization is coupled to environmental noise.
Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals.
Hedayatifar, L; Vahabi, M; Jafari, G R
2011-08-01
When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.
Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals
NASA Astrophysics Data System (ADS)
Hedayatifar, L.; Vahabi, M.; Jafari, G. R.
2011-08-01
When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.
Wavelet analysis of near-resonant series RLC circuit with time-dependent forcing frequency
NASA Astrophysics Data System (ADS)
Caccamo, M. T.; Cannuli, A.; Magazù, S.
2018-07-01
In this work, the results of an analysis of the response of a near-resonant series resistance‑inductance‑capacitance (RLC) electric circuit with time-dependent forcing frequency by means of a wavelet cross-correlation approach are reported. In particular, it is shown how the wavelet approach enables frequency and time analysis of the circuit response to be carried out simultaneously—this procedure not being possible by Fourier transform, since the frequency is not stationary in time. A series RLC circuit simulation is performed by using the Simulation Program with Integrated Circuits Emphasis (SPICE), in which an oscillatory sinusoidal voltage drive signal of constant amplitude is swept through the resonant condition by progressively increasing the frequency over a 20-second time window, linearly, from 0.32 Hz to 6.69 Hz. It is shown that the wavelet cross-correlation procedure quantifies the common power between the input signal (represented by the electromotive force) and the output signal, which in the present case is a current, highlighting not only which frequencies are present but also when they occur, i.e. providing a simultaneous time-frequency analysis. The work is directed toward graduate Physics, Engineering and Mathematics students, with the main intention of introducing wavelet analysis into their data analysis toolkit.
Does encephalization correlate with life history or metabolic rate in Carnivora?
Finarelli, John A
2010-06-23
A recent analysis of brain size evolution reconstructed the plesiomorphic brain-body size allometry for the mammalian order Carnivora, providing an important reference frame for comparative analyses of encephalization (brain volume scaled to body mass). I performed phylogenetically corrected regressions to remove the effects of body mass, calculating correlations between residual values of encephalization with basal metabolic rate (BMR) and six life-history variables (gestation time, neonatal mass, weaning time, weaning mass, litter size, litters per year). No significant correlations were recovered between encephalization and any life-history variable or BMR, arguing against hypotheses relating encephalization to maternal energetic investment. However, after correcting for clade-specific adaptations, I recovered significant correlations for several variables, and further analysis revealed a conserved carnivoran reproductive strategy, linking degree of encephalization to the well-documented mammalian life-history trade-off between neonatal mass and litter size. This strategy of fewer, larger offspring correlating with increased encephalization remains intact even after independent changes in encephalization allometries in the evolutionary history of this clade.
Does encephalization correlate with life history or metabolic rate in Carnivora?
Finarelli, John A.
2010-01-01
A recent analysis of brain size evolution reconstructed the plesiomorphic brain–body size allometry for the mammalian order Carnivora, providing an important reference frame for comparative analyses of encephalization (brain volume scaled to body mass). I performed phylogenetically corrected regressions to remove the effects of body mass, calculating correlations between residual values of encephalization with basal metabolic rate (BMR) and six life-history variables (gestation time, neonatal mass, weaning time, weaning mass, litter size, litters per year). No significant correlations were recovered between encephalization and any life-history variable or BMR, arguing against hypotheses relating encephalization to maternal energetic investment. However, after correcting for clade-specific adaptations, I recovered significant correlations for several variables, and further analysis revealed a conserved carnivoran reproductive strategy, linking degree of encephalization to the well-documented mammalian life-history trade-off between neonatal mass and litter size. This strategy of fewer, larger offspring correlating with increased encephalization remains intact even after independent changes in encephalization allometries in the evolutionary history of this clade. PMID:20007169
Newly found evidence of Sun-climate relationships
NASA Technical Reports Server (NTRS)
Kim, Hongsuk H.; Huang, Norden E.
1993-01-01
Solar radiation cycles drive climatic changes intercyclically. These interdecadal changes were detected as variations in solar total irradiances over the time period of recorded global surface-air-temperature (SAT) and have been restored utilizing Earth Radiation Budget Channel 10C measurements (1978-1990), Greenwich Observatory faculae data (1874-1975), and Taipei Observatory Active Region data (1964-1991). Analysis of the two separate events was carried out by treating each as a discrete time series determined by the length of each solar cycle. The results show that the global SAT responded closely to the input of solar cyclical activities, S, with a quantitative relation of T = 1.62 * S with a correlation coefficient of 0.61. This correlation peaks at 0.71 with a built-in time lag of 32 months in temperature response. Solar forcing in interannual time scale was also detected and the derived relationship of T = 0.17 * S with a correlation coefficient of 0.66 was observed. Our analysis shows derived climate sensitivities approximately fit the theoretical feedback slope, 4T(sup 3).
NASA Astrophysics Data System (ADS)
Ma, Pengcheng; Li, Daye; Li, Shuo
2016-02-01
Using one minute high-frequency data of the Shanghai Composite Index (SHCI) and the Shenzhen Composite Index (SZCI) (2007-2008), we employ the detrended fluctuation analysis (DFA) and the detrended cross correlation analysis (DCCA) with rolling window approach to observe the evolution of market efficiency and cross-correlation in pre-crisis and crisis period. Considering the fat-tail distribution of return time series, statistical test based on shuffling method is conducted to verify the null hypothesis of no long-term dependence. Our empirical research displays three main findings. First Shanghai equity market efficiency deteriorated while Shenzhen equity market efficiency improved with the advent of financial crisis. Second the highly positive dependence between SHCI and SZCI varies with time scale. Third financial crisis saw a significant increase of dependence between SHCI and SZCI at shorter time scales but a lack of significant change at longer time scales, providing evidence of contagion and absence of interdependence during crisis.
Schmidt, Simone; Hafner, Patricia; Klein, Andrea; Rubino-Nacht, Daniela; Gocheva, Vanya; Schroeder, Jonas; Naduvilekoot Devasia, Arjith; Zuesli, Stephanie; Bernert, Guenther; Laugel, Vincent; Bloetzer, Clemens; Steinlin, Maja; Capone, Andrea; Gloor, Monika; Tobler, Patrick; Haas, Tanja; Bieri, Oliver; Zumbrunn, Thomas; Fischer, Dirk; Bonati, Ulrike
2018-01-01
The development of new therapeutic agents for the treatment of Duchenne muscular dystrophy has put a focus on defining outcome measures most sensitive to capture treatment effects. This cross-sectional analysis investigates the relation between validated clinical assessments such as the 6-minute walk test, motor function measure and quantitative muscle MRI of thigh muscles in ambulant Duchenne muscular dystrophy patients, aged 6.5 to 10.8 years (mean 8.2, SD 1.1). Quantitative muscle MRI included the mean fat fraction using a 2-point Dixon technique, and transverse relaxation time (T2) measurements. All clinical assessments were highly significantly inter-correlated with p < 0.001. The strongest correlation with the motor function measure and its D1-subscore was shown by the 6-minute walk test. Clinical assessments showed no correlation with age. Importantly, quantitative muscle MRI values significantly correlated with all clinical assessments with the extensors showing the strongest correlation. In contrast to the clinical assessments, quantitative muscle MRI values were highly significantly correlated with age. In conclusion, the motor function measure and timed function tests measure disease severity in a highly comparable fashion and all tests correlated with quantitative muscle MRI values quantifying fatty muscle degeneration. Copyright © 2017 Elsevier B.V. All rights reserved.
Temporal evolution of total ozone and circulation patterns over European mid-latitudes
NASA Astrophysics Data System (ADS)
Monge Sanz, B. M.; Casale, G. R.; Palmieri, S.; Siani, A. M.
2003-04-01
Linear correlation analysis and the running correlation technique are used to investigate the interannual and interdecadal variations of total ozone (TO) over several mid-latitude European locations. The study includes the longest series of ozone data, that of the Swiss station of Arosa. TO series have been related to time series of two circulation indices, the North Atlantic Oscillation Index (NAOI) and the Arctic Oscillation Index (AOI). The analysis has been performed with monthly data, and both series containing all the months of the year and winter (DJFM) series have been used. Special attention has been given to winter series, which exhibit very high correlation coefficients with NAOI and AOI; interannual variations of this relationship are studied by applying the running correlation technique. TO and circulation indices data series have been also partitioned into their different time-scale components with the Kolmogorov-Zurbenko method. Long-term components indicate the existence of strong opposite connection between total ozone and circulation patterns over the studied region during the last three decades. However, it is also observed that this relation has not always been so, and in previous times differences in the correlation amplitude and sign have been detected.
Leverage effect and its causality in the Korea composite stock price index
NASA Astrophysics Data System (ADS)
Lee, Chang-Yong
2012-02-01
In this paper, we investigate the leverage effect and its causality in the time series of the Korea Composite Stock Price Index from November of 1997 to September of 2010. The leverage effect, which can be quantitatively expressed as a negative correlation between past return and future volatility, is measured by using the cross-correlation coefficient of different time lags between the two time series of the return and the volatility. We find that past return and future volatility are negatively correlated and that the cross correlation is moderate and decays over 60 trading days. We also carry out a partial correlation analysis in order to confirm that the negative correlation between past return and future volatility is neither an artifact nor influenced by the traded volume. To determine the causality of the leverage effect within the decay time, we additionally estimate the cross correlation between past volatility and future return. With the estimate, we perform a statistical hypothesis test to demonstrate that the causal relation is in favor of the return influencing the volatility rather than the other way around.
He, Hong-di; Qiao, Zhong-Xia; Pan, Wei; Lu, Wei-Zhen
2017-07-01
In rural area, due to the reduction of NOx and CO emitted from vehicle exhausts, the ozone photochemical reaction exhibits relatively weak effect and ozone formation presents different pattern with its precursors in contrast to urban situation. Hence, in this study, we apply detrended cross-correlation analysis to investigate the multifractal properties between ozone and its precursors in a rural area in Hong Kong. The observed databases of ozone, NO 2 , NOx and CO levels during 2005-2014 are obtained from a rural monitoring station in Hong Kong. Based on the collected database, the cross-correlation analysis is carried out firstly to examine the cross-correlation patterns and the results indicate that close interactive relations exist between them. Then the detrended cross-correlation analysis is performed for further analysis. The multifractal characters occur between ozone and its precursors. The long-term cross-correlations behaviors in winter are verified to be stronger than that in other seasons. Additionally, the method is extended on daily averaged data to explore the multifractal property on various time scales. The long-term cross-correlation behavior of ozone vs NO 2 and NOx on daily basis becomes weaker while that of ozone vs CO becomes stronger. The multifractal properties for all pairs in summer are found to be the strongest among the whole year. These findings successfully illustrate that the multifractal analysis is a useful tool for describing the temporal scaling behaviors of ozone trends in different time series in rural areas. Copyright © 2017 Elsevier Ltd. All rights reserved.
Correlation of Descriptive Analysis and Instrumental Puncture Testing of Watermelon Cultivars.
Shiu, J W; Slaughter, D C; Boyden, L E; Barrett, D M
2016-06-01
The textural properties of 5 seedless watermelon cultivars were assessed by descriptive analysis and the standard puncture test using a hollow probe with increased shearing properties. The use of descriptive analysis methodology was an effective means of quantifying watermelon sensory texture profiles for characterizing specific cultivars' characteristics. Of the 10 cultivars screened, 71% of the variation in the sensory attributes was measured using the 1st 2 principal components. Pairwise correlation of the hollow puncture probe and sensory parameters determined that initial slope, maximum force, and work after maximum force measurements all correlated well to the sensory attributes crisp and firm. These findings confirm that maximum force correlates well with not only firmness in watermelon, but crispness as well. The initial slope parameter also captures the sensory crispness of watermelon, but is not as practical to measure in the field as maximum force. The work after maximum force parameter is thought to reflect cellular arrangement and membrane integrity that in turn impact sensory firmness and crispness. Watermelon cultivar types were correctly predicted by puncture test measurements in heart tissue 87% of the time, although descriptive analysis was correct 54% of the time. © 2016 Institute of Food Technologists®
Stable distribution and long-range correlation of Brent crude oil market
NASA Astrophysics Data System (ADS)
Yuan, Ying; Zhuang, Xin-tian; Jin, Xiu; Huang, Wei-qiang
2014-11-01
An empirical study of stable distribution and long-range correlation in Brent crude oil market was presented. First, it is found that the empirical distribution of Brent crude oil returns can be fitted well by a stable distribution, which is significantly different from a normal distribution. Second, the detrended fluctuation analysis for the Brent crude oil returns shows that there are long-range correlation in returns. It implies that there are patterns or trends in returns that persist over time. Third, the detrended fluctuation analysis for the Brent crude oil returns shows that after the financial crisis 2008, the Brent crude oil market becomes more persistence. It implies that the financial crisis 2008 could increase the frequency and strength of the interdependence and correlations between the financial time series. All of these findings may be used to improve the current fractal theories.
Quantitative analysis of spatial variability of geotechnical parameters
NASA Astrophysics Data System (ADS)
Fang, Xing
2018-04-01
Geotechnical parameters are the basic parameters of geotechnical engineering design, while the geotechnical parameters have strong regional characteristics. At the same time, the spatial variability of geotechnical parameters has been recognized. It is gradually introduced into the reliability analysis of geotechnical engineering. Based on the statistical theory of geostatistical spatial information, the spatial variability of geotechnical parameters is quantitatively analyzed. At the same time, the evaluation of geotechnical parameters and the correlation coefficient between geotechnical parameters are calculated. A residential district of Tianjin Survey Institute was selected as the research object. There are 68 boreholes in this area and 9 layers of mechanical stratification. The parameters are water content, natural gravity, void ratio, liquid limit, plasticity index, liquidity index, compressibility coefficient, compressive modulus, internal friction angle, cohesion and SP index. According to the principle of statistical correlation, the correlation coefficient of geotechnical parameters is calculated. According to the correlation coefficient, the law of geotechnical parameters is obtained.
NASA Astrophysics Data System (ADS)
Gu, Huaying; Liu, Zhixue; Weng, Yingliang
2017-04-01
The present study applies the multivariate generalized autoregressive conditional heteroscedasticity (MGARCH) with spatial effects approach for the analysis of the time-varying conditional correlations and contagion effects among global real estate markets. A distinguishing feature of the proposed model is that it can simultaneously capture the spatial interactions and the dynamic conditional correlations compared with the traditional MGARCH models. Results reveal that the estimated dynamic conditional correlations have exhibited significant increases during the global financial crisis from 2007 to 2009, thereby suggesting contagion effects among global real estate markets. The analysis further indicates that the returns of the regional real estate markets that are in close geographic and economic proximities exhibit strong co-movement. In addition, evidence of significantly positive leverage effects in global real estate markets is also determined. The findings have significant implications on global portfolio diversification opportunities and risk management practices.
Zhou, Nan; Guo, Tingting; Zheng, Huanhuan; Pan, Xia; Chu, Chen; Dou, Xin; Li, Ming; Liu, Song; Zhu, Lijing; Liu, Baorui; Chen, Weibo; He, Jian; Yan, Jing; Zhou, Zhengyang; Yang, Xiaofeng
2017-01-01
We investigated apparent diffusion coefficient (ADC) histogram analysis to evaluate radiation-induced parotid damage and predict xerostomia degrees in nasopharyngeal carcinoma (NPC) patients receiving radiotherapy. The imaging of bilateral parotid glands in NPC patients was conducted 2 weeks before radiotherapy (time point 1), one month after radiotherapy (time point 2), and four months after radiotherapy (time point 3). From time point 1 to 2, parotid volume, skewness, and kurtosis decreased (P < 0.001, = 0.001, and < 0.001, respectively), but all other ADC histogram parameters increased (all P < 0.001, except P = 0.006 for standard deviation [SD]). From time point 2 to 3, parotid volume continued to decrease (P = 0.022), and SD, 75th and 90th percentiles continued to increase (P = 0.024, 0.010, and 0.006, respectively). Early change rates of parotid ADCmean, ADCmin, kurtosis, and 25th, 50th, 75th, 90th percentiles (from time point 1 to 2) correlated with late parotid atrophy rate (from time point 1 to 3) (all P < 0.05). Multiple linear regression analysis revealed correlations among parotid volume, time point, and ADC histogram parameters. Early mean change rates for bilateral parotid SD and ADCmax could predict late xerostomia degrees at seven months after radiotherapy (three months after time point 3) with AUC of 0.781 and 0.818 (P = 0.014, 0.005, respectively). ADC histogram parameters were reproducible (intraclass correlation coefficient, 0.830 - 0.999). ADC histogram analysis could be used to evaluate radiation-induced parotid damage noninvasively, and predict late xerostomia degrees of NPC patients treated with radiotherapy. PMID:29050274
Zhou, Nan; Guo, Tingting; Zheng, Huanhuan; Pan, Xia; Chu, Chen; Dou, Xin; Li, Ming; Liu, Song; Zhu, Lijing; Liu, Baorui; Chen, Weibo; He, Jian; Yan, Jing; Zhou, Zhengyang; Yang, Xiaofeng
2017-09-19
We investigated apparent diffusion coefficient (ADC) histogram analysis to evaluate radiation-induced parotid damage and predict xerostomia degrees in nasopharyngeal carcinoma (NPC) patients receiving radiotherapy. The imaging of bilateral parotid glands in NPC patients was conducted 2 weeks before radiotherapy (time point 1), one month after radiotherapy (time point 2), and four months after radiotherapy (time point 3). From time point 1 to 2, parotid volume, skewness, and kurtosis decreased ( P < 0.001, = 0.001, and < 0.001, respectively), but all other ADC histogram parameters increased (all P < 0.001, except P = 0.006 for standard deviation [SD]). From time point 2 to 3, parotid volume continued to decrease ( P = 0.022), and SD, 75 th and 90 th percentiles continued to increase ( P = 0.024, 0.010, and 0.006, respectively). Early change rates of parotid ADC mean , ADC min , kurtosis, and 25 th , 50 th , 75 th , 90 th percentiles (from time point 1 to 2) correlated with late parotid atrophy rate (from time point 1 to 3) (all P < 0.05). Multiple linear regression analysis revealed correlations among parotid volume, time point, and ADC histogram parameters. Early mean change rates for bilateral parotid SD and ADC max could predict late xerostomia degrees at seven months after radiotherapy (three months after time point 3) with AUC of 0.781 and 0.818 ( P = 0.014, 0.005, respectively). ADC histogram parameters were reproducible (intraclass correlation coefficient, 0.830 - 0.999). ADC histogram analysis could be used to evaluate radiation-induced parotid damage noninvasively, and predict late xerostomia degrees of NPC patients treated with radiotherapy.
NASA Astrophysics Data System (ADS)
Ceffa, Nicolo G.; Cesana, Ilaria; Collini, Maddalena; D'Alfonso, Laura; Carra, Silvia; Cotelli, Franco; Sironi, Laura; Chirico, Giuseppe
2017-10-01
Ramification of blood circulation is relevant in a number of physiological and pathological conditions. The oxygen exchange occurs largely in the capillary bed, and the cancer progression is closely linked to the angiogenesis around the tumor mass. Optical microscopy has made impressive improvements in in vivo imaging and dynamic studies based on correlation analysis of time stacks of images. Here, we develop and test advanced methods that allow mapping the flow fields in branched vessel networks at the resolution of 10 to 20 μm. The methods, based on the application of spatiotemporal image correlation spectroscopy and its extension to cross-correlation analysis, are applied here to the case of early stage embryos of zebrafish.
Wang, Fang
2016-06-01
In order to detect and quantify asymmetry of two time series, a novel cross-correlation coefficient is proposed based on recent asymmetric detrended cross-correlation analysis (A-DXA), which we called A-DXA coefficient. The A-DXA coefficient, as an important extension of DXA coefficient ρDXA, contains two directional asymmetric cross-correlated indexes, describing upwards and downwards asymmetric cross-correlations, respectively. By using the information of directional covariance function of two time series and directional variance function of each series itself instead of power-law between the covariance function and time scale, the proposed A-DXA coefficient can well detect asymmetry between the two series no matter whether the cross-correlation is significant or not. By means of the proposed A-DXA coefficient conducted over the asymmetry for California electricity market, we found that the asymmetry between the prices and loads is not significant for daily average data in 1999 yr market (before electricity crisis) but extremely significant for those in 2000 yr market (during the crisis). To further uncover the difference of asymmetry between the years 1999 and 2000, a modified H statistic (MH) and ΔMH statistic are proposed. One of the present contributions is that the high MH values calculated for hourly data exist in majority months in 2000 market. Another important conclusion is that the cross-correlation with downwards dominates over the whole 1999 yr in contrast to the cross-correlation with upwards dominates over the 2000 yr.
Study of photon correlation techniques for processing of laser velocimeter signals
NASA Technical Reports Server (NTRS)
Mayo, W. T., Jr.
1977-01-01
The objective was to provide the theory and a system design for a new type of photon counting processor for low level dual scatter laser velocimeter (LV) signals which would be capable of both the first order measurements of mean flow and turbulence intensity and also the second order time statistics: cross correlation auto correlation, and related spectra. A general Poisson process model for low level LV signals and noise which is valid from the photon-resolved regime all the way to the limiting case of nonstationary Gaussian noise was used. Computer simulation algorithms and higher order statistical moment analysis of Poisson processes were derived and applied to the analysis of photon correlation techniques. A system design using a unique dual correlate and subtract frequency discriminator technique is postulated and analyzed. Expectation analysis indicates that the objective measurements are feasible.
Time Spent on Social Network Sites and Psychological Well-Being: A Meta-Analysis.
Huang, Chiungjung
2017-06-01
This meta-analysis examines the relationship between time spent on social networking sites and psychological well-being factors, namely self-esteem, life satisfaction, loneliness, and depression. Sixty-one studies consisting of 67 independent samples involving 19,652 participants were identified. The mean correlation between time spent on social networking sites and psychological well-being was low at r = -0.07. The correlations between time spent on social networking sites and positive indicators (self-esteem and life satisfaction) were close to 0, whereas those between time spent on social networking sites and negative indicators (depression and loneliness) were weak. The effects of publication outlet, site on which users spent time, scale of time spent, and participant age and gender were not significant. As most included studies used student samples, future research should be conducted to examine this relationship for adults.
Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time
NASA Astrophysics Data System (ADS)
Urteaga, Iñigo; Bugallo, Mónica F.; Djurić, Petar M.
2017-12-01
We consider the problem of sequential inference of latent time-series with innovations correlated in time and observed via nonlinear functions. We accommodate time-varying phenomena with diverse properties by means of a flexible mathematical representation of the data. We characterize statistically such time-series by a Bayesian analysis of their densities. The density that describes the transition of the state from time t to the next time instant t+1 is used for implementation of novel sequential Monte Carlo (SMC) methods. We present a set of SMC methods for inference of latent ARMA time-series with innovations correlated in time for different assumptions in knowledge of parameters. The methods operate in a unified and consistent manner for data with diverse memory properties. We show the validity of the proposed approach by comprehensive simulations of the challenging stochastic volatility model.
Hatz, F; Hardmeier, M; Bousleiman, H; Rüegg, S; Schindler, C; Fuhr, P
2015-02-01
To compare the reliability of a newly developed Matlab® toolbox for the fully automated, pre- and post-processing of resting state EEG (automated analysis, AA) with the reliability of analysis involving visually controlled pre- and post-processing (VA). 34 healthy volunteers (age: median 38.2 (20-49), 82% female) had three consecutive 256-channel resting-state EEG at one year intervals. Results of frequency analysis of AA and VA were compared with Pearson correlation coefficients, and reliability over time was assessed with intraclass correlation coefficients (ICC). Mean correlation coefficient between AA and VA was 0.94±0.07, mean ICC for AA 0.83±0.05 and for VA 0.84±0.07. AA and VA yield very similar results for spectral EEG analysis and are equally reliable. AA is less time-consuming, completely standardized, and independent of raters and their training. Automated processing of EEG facilitates workflow in quantitative EEG analysis. Copyright © 2014 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.
Cross-correlations between crude oil and exchange markets for selected oil rich economies
NASA Astrophysics Data System (ADS)
Li, Jianfeng; Lu, Xinsheng; Zhou, Ying
2016-07-01
Using multifractal detrended cross-correlation analysis (MF-DCCA), this paper studies the cross-correlation behavior between crude oil market and five selected exchange rate markets. The dataset covers the period of January 1,1996-December 31,2014, and contains 4,633 observations for each of the series, including daily closing prices of crude oil, Australian Dollars, Canadian Dollars, Mexican Pesos, Russian Rubles, and South African Rand. Our empirical results obtained from cross-correlation statistic and cross-correlation coefficient have confirmed the existence of cross-correlations, and the MF-DCCA results have demonstrated a strong multifractality between cross-correlated crude oil market and exchange rate markets in both short term and long term. Using rolling window analysis, we have also found the persistent cross-correlations between the exchange rates and crude oil returns, and the cross-correlation scaling exponents exhibit volatility during some time periods due to its sensitivity to sudden events.
Multifractal behavior of an air pollutant time series and the relevance to the predictability.
Dong, Qingli; Wang, Yong; Li, Peizhi
2017-03-01
Compared with the traditional method of detrended fluctuation analysis, which is used to characterize fractal scaling properties and long-range correlations, this research provides new insight into the multifractality and predictability of a nonstationary air pollutant time series using the methods of spectral analysis and multifractal detrended fluctuation analysis. First, the existence of a significant power-law behavior and long-range correlations for such series are verified. Then, by employing shuffling and surrogating procedures and estimating the scaling exponents, the major source of multifractality in these pollutant series is found to be the fat-tailed probability density function. Long-range correlations also partly contribute to the multifractal features. The relationship between the predictability of the pollutant time series and their multifractal nature is then investigated with extended analyses from the quantitative perspective, and it is found that the contribution of the multifractal strength of long-range correlations to the overall multifractal strength can affect the predictability of a pollutant series in a specific region to some extent. The findings of this comprehensive study can help to better understand the mechanisms governing the dynamics of air pollutant series and aid in performing better meteorological assessment and management. Copyright © 2016 Elsevier Ltd. All rights reserved.
Nonlinear time series analysis of electrocardiograms
NASA Astrophysics Data System (ADS)
Bezerianos, A.; Bountis, T.; Papaioannou, G.; Polydoropoulos, P.
1995-03-01
In recent years there has been an increasing number of papers in the literature, applying the methods and techniques of Nonlinear Dynamics to the time series of electrical activity in normal electrocardiograms (ECGs) of various human subjects. Most of these studies are based primarily on correlation dimension estimates, and conclude that the dynamics of the ECG signal is deterministic and occurs on a chaotic attractor, whose dimension can distinguish between healthy and severely malfunctioning cases. In this paper, we first demonstrate that correlation dimension calculations must be used with care, as they do not always yield reliable estimates of the attractor's ``dimension.'' We then carry out a number of additional tests (time differencing, smoothing, principal component analysis, surrogate data analysis, etc.) on the ECGs of three ``normal'' subjects and three ``heavy smokers'' at rest and after mild exercising, whose cardiac rhythms look very similar. Our main conclusion is that no major dynamical differences are evident in these signals. A preliminary estimate of three to four basic variables governing the dynamics (based on correlation dimension calculations) is updated to five to six, when temporal correlations between points are removed. Finally, in almost all cases, the transition between resting and mild exercising seems to imply a small increase in the complexity of cardiac dynamics.
Hebert, Benedict; Costantino, Santiago; Wiseman, Paul W
2005-05-01
We introduce a new extension of image correlation spectroscopy (ICS) and image cross-correlation spectroscopy (ICCS) that relies on complete analysis of both the temporal and spatial correlation lags for intensity fluctuations from a laser-scanning microscopy image series. This new approach allows measurement of both diffusion coefficients and velocity vectors (magnitude and direction) for fluorescently labeled membrane proteins in living cells through monitoring of the time evolution of the full space-time correlation function. By using filtering in Fourier space to remove frequencies associated with immobile components, we are able to measure the protein transport even in the presence of a large fraction (>90%) of immobile species. We present the background theory, computer simulations, and analysis of measurements on fluorescent microspheres to demonstrate proof of principle, capabilities, and limitations of the method. We demonstrate mapping of flow vectors for mixed samples containing fluorescent microspheres with different emission wavelengths using space time image cross-correlation. We also present results from two-photon laser-scanning microscopy studies of alpha-actinin/enhanced green fluorescent protein fusion constructs at the basal membrane of living CHO cells. Using space-time image correlation spectroscopy (STICS), we are able to measure protein fluxes with magnitudes of mum/min from retracting lamellar regions and protrusions for adherent cells. We also demonstrate the measurement of correlated directed flows (magnitudes of mum/min) and diffusion of interacting alpha5 integrin/enhanced cyan fluorescent protein and alpha-actinin/enhanced yellow fluorescent protein within living CHO cells. The STICS method permits us to generate complete transport maps of proteins within subregions of the basal membrane even if the protein concentration is too high to perform single particle tracking measurements.
Interferometric constraints on quantum geometrical shear noise correlations
Chou, Aaron; Glass, Henry; Richard Gustafson, H.; ...
2017-07-20
Final measurements and analysis are reported from the first-generation Holometer, the first instrument capable of measuring correlated variations in space-time position at strain noise power spectral densities smaller than a Planck time. The apparatus consists of two co-located, but independent and isolated, 40 m power-recycled Michelson interferometers, whose outputs are cross-correlated to 25 MHz. The data are sensitive to correlations of differential position across the apparatus over a broad band of frequencies up to and exceeding the inverse light crossing time, 7.6 MHz. By measuring with Planck precision the correlation of position variations at spacelike separations, the Holometer searches formore » faint, irreducible correlated position noise backgrounds predicted by some models of quantum space-time geometry. The first-generation optical layout is sensitive to quantum geometrical noise correlations with shear symmetry---those that can be interpreted as a fundamental noncommutativity of space-time position in orthogonal directions. General experimental constraints are placed on parameters of a set of models of spatial shear noise correlations, with a sensitivity that exceeds the Planck-scale holographic information bound on position states by a large factor. This result significantly extends the upper limits placed on models of directional noncommutativity by currently operating gravitational wave observatories.« less
Interferometric constraints on quantum geometrical shear noise correlations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chou, Aaron; Glass, Henry; Richard Gustafson, H.
Final measurements and analysis are reported from the first-generation Holometer, the first instrument capable of measuring correlated variations in space-time position at strain noise power spectral densities smaller than a Planck time. The apparatus consists of two co-located, but independent and isolated, 40 m power-recycled Michelson interferometers, whose outputs are cross-correlated to 25 MHz. The data are sensitive to correlations of differential position across the apparatus over a broad band of frequencies up to and exceeding the inverse light crossing time, 7.6 MHz. By measuring with Planck precision the correlation of position variations at spacelike separations, the Holometer searches formore » faint, irreducible correlated position noise backgrounds predicted by some models of quantum space-time geometry. The first-generation optical layout is sensitive to quantum geometrical noise correlations with shear symmetry---those that can be interpreted as a fundamental noncommutativity of space-time position in orthogonal directions. General experimental constraints are placed on parameters of a set of models of spatial shear noise correlations, with a sensitivity that exceeds the Planck-scale holographic information bound on position states by a large factor. This result significantly extends the upper limits placed on models of directional noncommutativity by currently operating gravitational wave observatories.« less
Macroscopic Spatial Complexity of the Game of Life Cellular Automaton: A Simple Data Analysis
NASA Astrophysics Data System (ADS)
Hernández-Montoya, A. R.; Coronel-Brizio, H. F.; Rodríguez-Achach, M. E.
In this chapter we present a simple data analysis of an ensemble of 20 time series, generated by averaging the spatial positions of the living cells for each state of the Game of Life Cellular Automaton (GoL). We show that at the macroscopic level described by these time series, complexity properties of GoL are also presented and the following emergent properties, typical of data extracted complex systems such as financial or economical come out: variations of the generated time series following an asymptotic power law distribution, large fluctuations tending to be followed by large fluctuations, and small fluctuations tending to be followed by small ones, and fast decay of linear correlations, however, the correlations associated to their absolute variations exhibit a long range memory. Finally, a Detrended Fluctuation Analysis (DFA) of the generated time series, indicates that the GoL spatial macro states described by the time series are not either completely ordered or random, in a measurable and very interesting way.
NASA Astrophysics Data System (ADS)
Oh, Sanghoon; Fernald, Bradley; Bhatia, Sanjiv; Ragheb, John; Sandberg, David; Johnson, Mahlon; Lin, Wei-Chiang
2009-05-01
This research investigated the feasibility of using time-dependent diffuse reflectance spectroscopy to differentiate pediatric epileptic brain tissue from normal brain tissue. The optical spectroscopic technique monitored the dynamic optical properties of the cerebral cortex that are associated with its physiological, morphological, and compositional characteristics. Due to the transient irregular epileptic discharge activity within the epileptic brain tissue it was hypothesized that the lesion would express abnormal dynamic optical behavior that would alter normal dynamic behavior. Thirteen pediatric epilepsy patients and seven pediatric brain tumor patients (normal controls) were recruited for this clinical study. Dynamic optical properties were obtained from the cortical surface intraoperatively using a timedependent diffuse reflectance spectroscopy system. This system consisted of a fiber-optic probe, a tungsten-halogen light source, and a spectrophotometer. It acquired diffuse reflectance spectra with a spectral range of 204 nm to 932 nm at a rate of 33 spectra per second for approximately 12 seconds. Biopsy samples were taken from electrophysiologically abnormal cortex and evaluated by a neuropathologist, which served as a gold standard for lesion classification. For data analysis, spectral intensity changes of diffuse reflectance in the time domain at two different wavelengths from each investigated site were compared. Negative correlation segment, defined by the periods where the intensity changes at the two wavelengths were opposite in their slope polarity, were extracted. The total duration of negative correlation, referred to as the "negative correlation time index", was calculated by integrating the negative correlation segments. The negative correlation time indices from all investigated sites were sub-grouped according to the corresponding histological classifications. The difference between the mean indices of two subgroups was evaluated by standard t-test. These comparison and calculation procedures were carried out for all possible wavelength combinations between 400 nm and 800 nm with 2 nm increments. The positive group consisted of seven pathologically abnormal test sites, and the negative group consisted of 13 normal test sites from non-epileptic tumor patients. A standard t-test showed significant difference between negative correlation time indices from the two groups at the wavelength combinations of 700-760 nm versus 550-580 nm. An empirical discrimination algorithm based on the negative correlation time indices in this range produced 100% sensitivity and 85% specificity. Based on these results time-dependent diffuse reflectance spectroscopy with optimized data analysis methods differentiates epileptic brain tissue from normal brain tissue adequately, therefore can be utilized for surgical guidance, and may enhance the surgical outcome of pediatric epilepsy surgery.
Spectral and correlation analysis with applications to middle-atmosphere radars
NASA Technical Reports Server (NTRS)
Rastogi, Prabhat K.
1989-01-01
The correlation and spectral analysis methods for uniformly sampled stationary random signals, estimation of their spectral moments, and problems arising due to nonstationary are reviewed. Some of these methods are already in routine use in atmospheric radar experiments. Other methods based on the maximum entropy principle and time series models have been used in analyzing data, but are just beginning to receive attention in the analysis of radar signals. These methods are also briefly discussed.
Studies of Solar EUV Irradiance from SOHO
NASA Technical Reports Server (NTRS)
Floyd, Linton
2002-01-01
The Extreme Ultraviolet (EUV) irradiance central and first order channel time series (COC and FOC) from the Solar EUV Monitor aboard the Solar and Heliospheric observatory (SOHO) issued in early 2002 covering the time period 1/1/96-31/1201 were analyzed in terms of other solar measurements and indices. A significant solar proton effect in the first order irradiance was found and characterized. When this effect is removed, the two irradiance time series are almost perfectly correlated. Earlier studies have shown good correlation between the FOC and the Hall core-to-wing ratio and likewise, it was the strongest component of the COC. Analysis of the FOC showed dependence on the F10.7 radio flux. Analysis of the CDC signals showed additional dependences on F10.7 and the GOES x-ray fluxes. The SEM FOC was also well correlated with thein 30.4 nm channel of the SOHO EUV Imaging Telescope (EIT). The irradiance derived from all four EIT channels (30.4 nm, 17.1 nm, 28.4 nm, and 19.5 nm) showed better correlation with MgII than F10.7.
Scaling Behavior in Mitochondrial Redox Fluctuations
Ramanujan, V. Krishnan; Biener, Gabriel; Herman, Brian A.
2006-01-01
Scale-invariant long-range correlations have been reported in fluctuations of time-series signals originating from diverse processes such as heart beat dynamics, earthquakes, and stock market data. The common denominator of these apparently different processes is a highly nonlinear dynamics with competing forces and distinct feedback species. We report for the first time an experimental evidence for scaling behavior in NAD(P)H signal fluctuations in isolated mitochondria and intact cells isolated from the liver of a young (5-month-old) mouse. Time-series data were collected by two-photon imaging of mitochondrial NAD(P)H fluorescence and signal fluctuations were quantitatively analyzed for statistical correlations by detrended fluctuation analysis and spectral power analysis. Redox [NAD(P)H / NAD(P)+] fluctuations in isolated mitochondria and intact liver cells were found to display nonrandom, long-range correlations. These correlations are interpreted as arising due to the regulatory dynamics operative in Krebs' cycle enzyme network and electron transport chain in the mitochondria. This finding may provide a novel basis for understanding similar regulatory networks that govern the nonequilibrium properties of living cells. PMID:16565066
Leaf Phenological Characters of Main Tree Species in Urban Forest of Shenyang
Xu, Sheng; Xu, Wenduo; Chen, Wei; He, Xingyuan; Huang, Yanqing; Wen, Hua
2014-01-01
Background Plant leaves, as the main photosynthetic organs and the high energy converters among primary producers in terrestrial ecosystems, have attracted significant research attention. Leaf lifespan is an adaptive characteristic formed by plants to obtain the maximum carbon in the long-term adaption process. It determines important functional and structural characteristics exhibited in the environmental adaptation of plants. However, the leaf lifespan and leaf characteristics of urban forests were not studied up to now. Methods By using statistic, linear regression methods and correlation analysis, leaf phenological characters of main tree species in urban forest of Shenyang were observed for five years to obtain the leafing phenology (including leafing start time, end time, and duration), defoliating phenology (including defoliation start time, end time, and duration), and the leaf lifespan of the main tree species. Moreover, the relationships between temperature and leafing phenology, defoliating phenology, and leaf lifespan were analyzed. Findings The timing of leafing differed greatly among species. The early leafing species would have relatively early end of leafing; the longer it took to the end of leafing would have a later time of completed leafing. The timing of defoliation among different species varied significantly, the early defoliation species would have relatively longer duration of defoliation. If the mean temperature rise for 1°C in spring, the time of leafing would experience 5 days earlier in spring. If the mean temperature decline for 1°C, the time of defoliation would experience 3 days delay in autumn. Interpretation There is significant correlation between leaf longevity and the time of leafing and defoliation. According to correlation analysis and regression analysis, there is significant correlation between temperature and leafing and defoliation phenology. Early leafing species would have a longer life span and consequently have advantage on carbon accumulation compared with later defoliation species. PMID:24963625
Krüger, Melanie; Straube, Andreas; Eggert, Thomas
2017-01-01
In recent years, theory-building in motor neuroscience and our understanding of the synergistic control of the redundant human motor system has significantly profited from the emergence of a range of different mathematical approaches to analyze the structure of movement variability. Approaches such as the Uncontrolled Manifold method or the Noise-Tolerance-Covariance decomposition method allow to detect and interpret changes in movement coordination due to e.g., learning, external task constraints or disease, by analyzing the structure of within-subject, inter-trial movement variability. Whereas, for cyclical movements (e.g., locomotion), mathematical approaches exist to investigate the propagation of movement variability in time (e.g., time series analysis), similar approaches are missing for discrete, goal-directed movements, such as reaching. Here, we propose canonical correlation analysis as a suitable method to analyze the propagation of within-subject variability across different time points during the execution of discrete movements. While similar analyses have already been applied for discrete movements with only one degree of freedom (DoF; e.g., Pearson's product-moment correlation), canonical correlation analysis allows to evaluate the coupling of inter-trial variability across different time points along the movement trajectory for multiple DoF-effector systems, such as the arm. The theoretical analysis is illustrated by empirical data from a study on reaching movements under normal and disturbed proprioception. The results show increased movement duration, decreased movement amplitude, as well as altered movement coordination under ischemia, which results in a reduced complexity of movement control. Movement endpoint variability is not increased under ischemia. This suggests that healthy adults are able to immediately and efficiently adjust the control of complex reaching movements to compensate for the loss of proprioceptive information. Further, it is shown that, by using canonical correlation analysis, alterations in movement coordination that indicate changes in the control strategy concerning the use of motor redundancy can be detected, which represents an important methodical advance in the context of neuromechanics.
Hilbert-Carius, P; Hofmann, G O; Lefering, R; Stuttmann, R; Struck, M F
2016-04-01
Trauma-induced coagulopathy (TIC) in multiple trauma patients is a potentially lethal complication. Whether quickly available laboratory parameters using point-of-care (POC) blood gas analysis (BGA) may serve as surrogate parameters for standard coagulation parameters is unknown. The present study evaluated TraumaRegister DGU® of the German Trauma Society for correlations between POC BGA parameters and standard coagulation parameters. In the setting of 197 trauma centres (172 in Germany), 86,442 patients were analysed between 2005 and 2012. Of these, 40,129 (72% men) with a mean age 46 ± 21 years underwent further analysis presenting with direct admission from the scene of the accident to a trauma centre, injury severity score (ISS) ≥ 9, complete data available for the calculation of revised injury severity classification prognosis, and blood samples with valid haemoglobin (Hb) measurements taken immediately after emergency department (ED) admission. Correlations between standard coagulation parameters and POC BGA parameters (Hb, base excess [BE], lactate) were tested using Pearson's test with a two-tailed significance level of p < 0.05. A subgroup analysis including patients with ISS > 16, ISS > 25, ISS > 16 and shock at ED admission, and patients with massive transfusion was likewise carried out. Correlations were found between Hb and prothrombin time (r = 0.497; p < 0.01), Hb and activated partial thromboplastin time (aPTT; r = -0.414; p < 0.01), and Hb and platelet count (PLT; r = 0.301; p < 0.01). Patients presenting with ISS ≥ 16 and shock (systolic blood pressure < 90 mmHg) at ED admission (n = 4,329) revealed the strongest correlations between Hb and prothrombin time (r = 0.570; p < 0.01), Hb and aPTT (r = -0.457; p < 0.01), and Hb and PLT (r = 0.412; p < 0.01). Significant correlations were also found between BE and prothrombin time (r = -0.365; p < 0.01), and BE and aPTT (r = 0.327, p < 0.01). No correlations were found between Hb, BE and lactate lactate. POC BGA parameters Hb and BE of multiple trauma patients correlated with standard coagulation parameters in a large database analysis. These correlations were particularly strong in multiple trauma patients presenting with ISS > 16 and shock at ED admission. This may be relevant for hospitals with delayed availability of coagulation studies and those without viscoelastic POC devices. Future studies may determine whether clinical presentation/BGA-oriented coagulation therapy is an appropriate tool for improving outcomes after major trauma.
Reischauer, Carolin; Patzwahl, René; Koh, Dow-Mu; Froehlich, Johannes M; Gutzeit, Andreas
2018-04-01
To evaluate whole-lesion volumetric texture analysis of apparent diffusion coefficient (ADC) maps for assessing treatment response in prostate cancer bone metastases. Texture analysis is performed in 12 treatment-naïve patients with 34 metastases before treatment and at one, two, and three months after the initiation of androgen deprivation therapy. Four first-order and 19 second-order statistical texture features are computed on the ADC maps in each lesion at every time point. Repeatability, inter-patient variability, and changes in the feature values under therapy are investigated. Spearman rank's correlation coefficients are calculated across time to demonstrate the relationship between the texture features and the serum prostate specific antigen (PSA) levels. With few exceptions, the texture features exhibited moderate to high precision. At the same time, Friedman's tests revealed that all first-order and second-order statistical texture features changed significantly in response to therapy. Thereby, the majority of texture features showed significant changes in their values at all post-treatment time points relative to baseline. Bivariate analysis detected significant correlations between the great majority of texture features and the serum PSA levels. Thereby, three first-order and six second-order statistical features showed strong correlations with the serum PSA levels across time. The findings in the present work indicate that whole-tumor volumetric texture analysis may be utilized for response assessment in prostate cancer bone metastases. The approach may be used as a complementary measure for treatment monitoring in conjunction with averaged ADC values. Copyright © 2018 Elsevier B.V. All rights reserved.
Auditory sequence analysis and phonological skill
Grube, Manon; Kumar, Sukhbinder; Cooper, Freya E.; Turton, Stuart; Griffiths, Timothy D.
2012-01-01
This work tests the relationship between auditory and phonological skill in a non-selected cohort of 238 school students (age 11) with the specific hypothesis that sound-sequence analysis would be more relevant to phonological skill than the analysis of basic, single sounds. Auditory processing was assessed across the domains of pitch, time and timbre; a combination of six standard tests of literacy and language ability was used to assess phonological skill. A significant correlation between general auditory and phonological skill was demonstrated, plus a significant, specific correlation between measures of phonological skill and the auditory analysis of short sequences in pitch and time. The data support a limited but significant link between auditory and phonological ability with a specific role for sound-sequence analysis, and provide a possible new focus for auditory training strategies to aid language development in early adolescence. PMID:22951739
Roos, Matthias; Hofmann, Marius; Link, Susanne; Ott, Maria; Balbach, Jochen; Rössler, Ernst; Saalwächter, Kay; Krushelnitsky, Alexey
2015-12-01
Inter-protein interactions in solution affect the auto-correlation function of Brownian tumbling not only in terms of a simple increase of the correlation time, they also lead to the appearance of a weak slow component ("long tail") of the correlation function due to a slowly changing local anisotropy of the microenvironment. The conventional protocol of correlation time estimation from the relaxation rate ratio R1/R2 assumes a single-component tumbling correlation function, and thus can provide incorrect results as soon as the "long tail" is of relevance. This effect, however, has been underestimated in many instances. In this work we present a detailed systematic study of the tumbling correlation function of two proteins, lysozyme and bovine serum albumin, at different concentrations and temperatures using proton field-cycling relaxometry combined with R1ρ and R2 measurements. Unlike high-field NMR relaxation methods, these techniques enable a detailed study of dynamics on a time scale longer than the normal protein tumbling correlation time and, thus, a reliable estimate of the parameters of the "long tail". In this work we analyze the concentration dependence of the intensity and correlation time of the slow component and perform simulations of high-field (15)N NMR relaxation data demonstrating the importance of taking the "long tail" in the analysis into account.
Ehelepola, N D B; Ariyaratne, Kusalika; Buddhadasa, W M N P; Ratnayake, Sunil; Wickramasinghe, Malani
2015-09-24
Weather variables affect dengue transmission. This study aimed to identify a dengue weather correlation pattern in Kandy, Sri Lanka, compare the results with results of similar studies, and establish ways for better control and prevention of dengue. We collected data on reported dengue cases in Kandy and mid-year population data from 2003 to 2012, and calculated weekly incidences. We obtained daily weather data from two weather stations and converted it into weekly data. We studied correlation patterns between dengue incidence and weather variables using the wavelet time series analysis, and then calculated cross-correlation coefficients to find magnitudes of correlations. We found a positive correlation between dengue incidence and rainfall in millimeters, the number of rainy and wet days, the minimum temperature, and the night and daytime, as well as average, humidity, mostly with a five- to seven-week lag. Additionally, we found correlations between dengue incidence and maximum and average temperatures, hours of sunshine, and wind, with longer lag periods. Dengue incidences showed a negative correlation with wind run. Our results showed that rainfall, temperature, humidity, hours of sunshine, and wind are correlated with local dengue incidence. We have suggested ways to improve dengue management routines and to control it in these times of global warming. We also noticed that the results of dengue weather correlation studies can vary depending on the data analysis.
Compensation for Time-Dependent Star Tracker Thermal Deformation on the Aqua Spacecraft
NASA Technical Reports Server (NTRS)
Hashmall, Joseph A.; Natanson, Gregory; Glickman, Jonathan; Sedlak, Joseph
2004-01-01
Analysis of attitude sensor data from the Aqua mission showed small but systematic differences between batch least-squares and extended Kalman filter attitudes. These differences were also found to be correlated with star tracker residuals, gyro bias estimates, and star tracker baseplate temperatures. This paper describes the analysis that shows that these correlations are all consistent with a single cause: time-dependent thermal deformation of star tracker alignments. These varying alignments can be separated into relative and common components. The relative misalignments can be determined and compensated for. The common misalignments can only be determined in special cases.
IUTAM Symposium on Statistical Energy Analysis, 8-11 July 1997, Programme
1997-01-01
distribution is unlimited 12b. DISTRIBUTION CODE 13. ABSTRACT (Maximum200 words) This was the first international scientific gathering devoted...energy flow, continuum dynamics, vibrational energy, statistical energy analysis (SEA) 15. NUMBER OF PAGES 16. PRICE CODE INSECURITY... correlation v=V(ɘ ’• • determination of the correlation n^, =11^, (<?). When harmonic motion and time-average are considered, the following I
Nonlinear Analysis of Surface EMG Time Series of Back Muscles
NASA Astrophysics Data System (ADS)
Dolton, Donald C.; Zurcher, Ulrich; Kaufman, Miron; Sung, Paul
2004-10-01
A nonlinear analysis of surface electromyography time series of subjects with and without low back pain is presented. The mean-square displacement and entropy shows anomalous diffusive behavior on intermediate time range 10 ms < t < 1 s. This behavior implies the presence of correlations in the signal. We discuss the shape of the power spectrum of the signal.
Chen, Ling; Feng, Yanqin; Sun, Jianguo
2017-10-01
This paper discusses regression analysis of clustered failure time data, which occur when the failure times of interest are collected from clusters. In particular, we consider the situation where the correlated failure times of interest may be related to cluster sizes. For inference, we present two estimation procedures, the weighted estimating equation-based method and the within-cluster resampling-based method, when the correlated failure times of interest arise from a class of additive transformation models. The former makes use of the inverse of cluster sizes as weights in the estimating equations, while the latter can be easily implemented by using the existing software packages for right-censored failure time data. An extensive simulation study is conducted and indicates that the proposed approaches work well in both the situations with and without informative cluster size. They are applied to a dental study that motivated this study.
Decoding spike timing: the differential reverse correlation method
Tkačik, Gašper; Magnasco, Marcelo O.
2009-01-01
It is widely acknowledged that detailed timing of action potentials is used to encode information, for example in auditory pathways; however the computational tools required to analyze encoding through timing are still in their infancy. We present a simple example of encoding, based on a recent model of time-frequency analysis, in which units fire action potentials when a certain condition is met, but the timing of the action potential depends also on other features of the stimulus. We show that, as a result, spike-triggered averages are smoothed so much they do not represent the true features of the encoding. Inspired by this example, we present a simple method, differential reverse correlations, that can separate an analysis of what causes a neuron to spike, and what controls its timing. We analyze with this method the leaky integrate-and-fire neuron and show the method accurately reconstructs the model's kernel. PMID:18597928
Krall, Scott P; Cornelius, Angela P; Addison, J Bruce
2014-03-01
To analyze the correlation between the many different emergency department (ED) treatment metric intervals and determine if the metrics directly impacted by the physician correlate to the "door to room" interval in an ED (interval determined by ED bed availability). Our null hypothesis was that the cause of the variation in delay to receiving a room was multifactorial and does not correlate to any one metric interval. We collected daily interval averages from the ED information system, Meditech©. Patient flow metrics were collected on a 24-hour basis. We analyzed the relationship between the time intervals that make up an ED visit and the "arrival to room" interval using simple correlation (Pearson Correlation coefficients). Summary statistics of industry standard metrics were also done by dividing the intervals into 2 groups, based on the average ED length of stay (LOS) from the National Hospital Ambulatory Medical Care Survey: 2008 Emergency Department Summary. Simple correlation analysis showed that the doctor-to-discharge time interval had no correlation to the interval of "door to room (waiting room time)", correlation coefficient (CC) (CC=0.000, p=0.96). "Room to doctor" had a low correlation to "door to room" CC=0.143, while "decision to admitted patients departing the ED time" had a moderate correlation of 0.29 (p <0.001). "New arrivals" (daily patient census) had a strong correlation to longer "door to room" times, 0.657, p<0.001. The "door to discharge" times had a very strong correlation CC=0.804 (p<0.001), to the extended "door to room" time. Physician-dependent intervals had minimal correlation to the variation in arrival to room time. The "door to room" interval was a significant component to the variation in "door to discharge" i.e. LOS. The hospital-influenced "admit decision to hospital bed" i.e. hospital inpatient capacity, interval had a correlation to delayed "door to room" time. The other major factor affecting department bed availability was the "total patients per day." The correlation to the increasing "door to room" time also reflects the effect of availability of ED resources (beds) on the patient evaluation time. The time that it took for a patient to receive a room appeared more dependent on the system resources, for example, beds in the ED, as well as in the hospital, than on the physician.
Erdeljić, Viktorija; Francetić, Igor; Bošnjak, Zrinka; Budimir, Ana; Kalenić, Smilja; Bielen, Luka; Makar-Aušperger, Ksenija; Likić, Robert
2011-05-01
The relationship between antibiotic consumption and selection of resistant strains has been studied mainly by employing conventional statistical methods. A time delay in effect must be anticipated and this has rarely been taken into account in previous studies. Therefore, distributed lags time series analysis and simple linear correlation were compared in their ability to evaluate this relationship. Data on monthly antibiotic consumption for ciprofloxacin, piperacillin/tazobactam, carbapenems and cefepime as well as Pseudomonas aeruginosa susceptibility were retrospectively collected for the period April 2006 to July 2007. Using distributed lags analysis, a significant temporal relationship was identified between ciprofloxacin, meropenem and cefepime consumption and the resistance rates of P. aeruginosa isolates to these antibiotics. This effect was lagged for ciprofloxacin and cefepime [1 month (R=0.827, P=0.039) and 2 months (R=0.962, P=0.001), respectively] and was simultaneous for meropenem (lag 0, R=0.876, P=0.002). Furthermore, a significant concomitant effect of meropenem consumption on the appearance of multidrug-resistant P. aeruginosa strains (resistant to three or more representatives of classes of antibiotics) was identified (lag 0, R=0.992, P<0.001). This effect was not delayed and it was therefore identified both by distributed lags analysis and the Pearson's correlation coefficient. Correlation coefficient analysis was not able to identify relationships between antibiotic consumption and bacterial resistance when the effect was delayed. These results indicate that the use of diverse statistical methods can yield significantly different results, thus leading to the introduction of possibly inappropriate infection control measures. Copyright © 2010 Elsevier B.V. and the International Society of Chemotherapy. All rights reserved.
Katwal, Santosh B; Gore, John C; Marois, Rene; Rogers, Baxter P
2013-09-01
We present novel graph-based visualizations of self-organizing maps for unsupervised functional magnetic resonance imaging (fMRI) analysis. A self-organizing map is an artificial neural network model that transforms high-dimensional data into a low-dimensional (often a 2-D) map using unsupervised learning. However, a postprocessing scheme is necessary to correctly interpret similarity between neighboring node prototypes (feature vectors) on the output map and delineate clusters and features of interest in the data. In this paper, we used graph-based visualizations to capture fMRI data features based upon 1) the distribution of data across the receptive fields of the prototypes (density-based connectivity); and 2) temporal similarities (correlations) between the prototypes (correlation-based connectivity). We applied this approach to identify task-related brain areas in an fMRI reaction time experiment involving a visuo-manual response task, and we correlated the time-to-peak of the fMRI responses in these areas with reaction time. Visualization of self-organizing maps outperformed independent component analysis and voxelwise univariate linear regression analysis in identifying and classifying relevant brain regions. We conclude that the graph-based visualizations of self-organizing maps help in advanced visualization of cluster boundaries in fMRI data enabling the separation of regions with small differences in the timings of their brain responses.
Allegrini, P; Balocchi, R; Chillemi, S; Grigolini, P; Hamilton, P; Maestri, R; Palatella, L; Raffaelli, G
2003-06-01
We analyze RR heartbeat sequences with a dynamic model that satisfactorily reproduces both the long- and the short-time statistical properties of heart beating. These properties are expressed quantitatively by means of two significant parameters, the scaling delta concerning the asymptotic effects of long-range correlation, and the quantity 1-pi establishing the amount of uncorrelated fluctuations. We find a correlation between the position in the phase space (delta, pi) of patients with congestive heart failure and their mortality risk.
Analysis and generation of groundwater concentration time series
NASA Astrophysics Data System (ADS)
Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae
2018-01-01
Concentration time series are provided by simulated concentrations of a nonreactive solute transported in groundwater, integrated over the transverse direction of a two-dimensional computational domain and recorded at the plume center of mass. The analysis of a statistical ensemble of time series reveals subtle features that are not captured by the first two moments which characterize the approximate Gaussian distribution of the two-dimensional concentration fields. The concentration time series exhibit a complex preasymptotic behavior driven by a nonstationary trend and correlated fluctuations with time-variable amplitude. Time series with almost the same statistics are generated by successively adding to a time-dependent trend a sum of linear regression terms, accounting for correlations between fluctuations around the trend and their increments in time, and terms of an amplitude modulated autoregressive noise of order one with time-varying parameter. The algorithm generalizes mixing models used in probability density function approaches. The well-known interaction by exchange with the mean mixing model is a special case consisting of a linear regression with constant coefficients.
A new approach for SSVEP detection using PARAFAC and canonical correlation analysis.
Tello, Richard; Pouryazdian, Saeed; Ferreira, Andre; Beheshti, Soosan; Krishnan, Sridhar; Bastos, Teodiano
2015-01-01
This paper presents a new way for automatic detection of SSVEPs through correlation analysis between tensor models. 3-way EEG tensor of channel × frequency × time is decomposed into constituting factor matrices using PARAFAC model. PARAFAC analysis of EEG tensor enables us to decompose multichannel EEG into constituting temporal, spectral and spatial signatures. SSVEPs characterized with localized spectral and spatial signatures are then detected exploiting a correlation analysis between extracted signatures of the EEG tensor and the corresponding simulated signatures of all target SSVEP signals. The SSVEP that has the highest correlation is selected as the intended target. Two flickers blinking at 8 and 13 Hz were used as visual stimuli and the detection was performed based on data packets of 1 second without overlapping. Five subjects participated in the experiments and the highest classification rate of 83.34% was achieved, leading to the Information Transfer Rate (ITR) of 21.01 bits/min.
A study of hierarchical structure on South China industrial electricity-consumption correlation
NASA Astrophysics Data System (ADS)
Yao, Can-Zhong; Lin, Ji-Nan; Liu, Xiao-Feng
2016-02-01
Based on industrial electricity-consumption data of five southern provinces of China from 2005 to 2013, we study the industrial correlation mechanism with MST (minimal spanning tree) and HT (hierarchical tree) models. First, we comparatively analyze the industrial electricity-consumption correlation structure in pre-crisis and after-crisis period using MST model and Bootstrap technique of statistical reliability test of links. Results exhibit that all industrial electricity-consumption trees of five southern provinces of China in pre-crisis and after-crisis time are in formation of chain, and the "center-periphery structure" of those chain-like trees is consistent with industrial specialization in classical industrial chain theory. Additionally, the industrial structure of some provinces is reorganized and transferred in pre-crisis and after-crisis time. Further, the comparative analysis with hierarchical tree and Bootstrap technique demonstrates that as for both observations of GD and overall NF, the industrial electricity-consumption correlation is non-significant clustered in pre-crisis period, whereas it turns significant clustered in after-crisis time. Therefore we propose that in perspective of electricity-consumption, their industrial structures are directed to optimized organization and global correlation. Finally, the analysis of distance of HTs verifies that industrial reorganization and development may strengthen market integration, coordination and correlation of industrial production. Except GZ, other four provinces have a shorter distance of industrial electricity-consumption correlation in after-crisis period, revealing a better performance of regional specialization and integration.
Spontaneous Fluctuations in Sensory Processing Predict Within-Subject Reaction Time Variability.
Ribeiro, Maria J; Paiva, Joana S; Castelo-Branco, Miguel
2016-01-01
When engaged in a repetitive task our performance fluctuates from trial-to-trial. In particular, inter-trial reaction time variability has been the subject of considerable research. It has been claimed to be a strong biomarker of attention deficits, increases with frontal dysfunction, and predicts age-related cognitive decline. Thus, rather than being just a consequence of noise in the system, it appears to be under the control of a mechanism that breaks down under certain pathological conditions. Although the underlying mechanism is still an open question, consensual hypotheses are emerging regarding the neural correlates of reaction time inter-trial intra-individual variability. Sensory processing, in particular, has been shown to covary with reaction time, yet the spatio-temporal profile of the moment-to-moment variability in sensory processing is still poorly characterized. The goal of this study was to characterize the intra-individual variability in the time course of single-trial visual evoked potentials and its relationship with inter-trial reaction time variability. For this, we chose to take advantage of the high temporal resolution of the electroencephalogram (EEG) acquired while participants were engaged in a 2-choice reaction time task. We studied the link between single trial event-related potentials (ERPs) and reaction time using two different analyses: (1) time point by time point correlation analyses thereby identifying time windows of interest; and (2) correlation analyses between single trial measures of peak latency and amplitude and reaction time. To improve extraction of single trial ERP measures related with activation of the visual cortex, we used an independent component analysis (ICA) procedure. Our ERP analysis revealed a relationship between the N1 visual evoked potential and reaction time. The earliest time point presenting a significant correlation of its respective amplitude with reaction time occurred 175 ms after stimulus onset, just after the onset of the N1 peak. Interestingly, single trial N1 latency correlated significantly with reaction time, while N1 amplitude did not. In conclusion, our findings suggest that inter-trial variability in the timing of extrastriate visual processing contributes to reaction time variability.
Spontaneous Fluctuations in Sensory Processing Predict Within-Subject Reaction Time Variability
Ribeiro, Maria J.; Paiva, Joana S.; Castelo-Branco, Miguel
2016-01-01
When engaged in a repetitive task our performance fluctuates from trial-to-trial. In particular, inter-trial reaction time variability has been the subject of considerable research. It has been claimed to be a strong biomarker of attention deficits, increases with frontal dysfunction, and predicts age-related cognitive decline. Thus, rather than being just a consequence of noise in the system, it appears to be under the control of a mechanism that breaks down under certain pathological conditions. Although the underlying mechanism is still an open question, consensual hypotheses are emerging regarding the neural correlates of reaction time inter-trial intra-individual variability. Sensory processing, in particular, has been shown to covary with reaction time, yet the spatio-temporal profile of the moment-to-moment variability in sensory processing is still poorly characterized. The goal of this study was to characterize the intra-individual variability in the time course of single-trial visual evoked potentials and its relationship with inter-trial reaction time variability. For this, we chose to take advantage of the high temporal resolution of the electroencephalogram (EEG) acquired while participants were engaged in a 2-choice reaction time task. We studied the link between single trial event-related potentials (ERPs) and reaction time using two different analyses: (1) time point by time point correlation analyses thereby identifying time windows of interest; and (2) correlation analyses between single trial measures of peak latency and amplitude and reaction time. To improve extraction of single trial ERP measures related with activation of the visual cortex, we used an independent component analysis (ICA) procedure. Our ERP analysis revealed a relationship between the N1 visual evoked potential and reaction time. The earliest time point presenting a significant correlation of its respective amplitude with reaction time occurred 175 ms after stimulus onset, just after the onset of the N1 peak. Interestingly, single trial N1 latency correlated significantly with reaction time, while N1 amplitude did not. In conclusion, our findings suggest that inter-trial variability in the timing of extrastriate visual processing contributes to reaction time variability. PMID:27242470
NASA Technical Reports Server (NTRS)
Scargle, Jeffrey D.
1989-01-01
This paper develops techniques to evaluate the discrete Fourier transform (DFT), the autocorrelation function (ACF), and the cross-correlation function (CCF) of time series which are not evenly sampled. The series may consist of quantized point data (e.g., yes/no processes such as photon arrival). The DFT, which can be inverted to recover the original data and the sampling, is used to compute correlation functions by means of a procedure which is effectively, but not explicitly, an interpolation. The CCF can be computed for two time series not even sampled at the same set of times. Techniques for removing the distortion of the correlation functions caused by the sampling, determining the value of a constant component to the data, and treating unequally weighted data are also discussed. FORTRAN code for the Fourier transform algorithm and numerical examples of the techniques are given.
Time Correlations and the Frequency Spectrum of Sound Radiated by Turbulent Flows
NASA Technical Reports Server (NTRS)
Rubinstein, Robert; Zhou, Ye
1997-01-01
Theories of turbulent time correlations are applied to compute frequency spectra of sound radiated by isotropic turbulence and by turbulent shear flows. The hypothesis that Eulerian time correlations are dominated by the sweeping action of the most energetic scales implies that the frequency spectrum of the sound radiated by isotropic turbulence scales as omega(exp 4) for low frequencies and as omega(exp -3/4) for high frequencies. The sweeping hypothesis is applied to an approximate theory of jet noise. The high frequency noise again scales as omega(exp -3/4), but the low frequency spectrum scales as omega(exp 2). In comparison, a classical theory of jet noise based on dimensional analysis gives omega(exp -2) and omega(exp 2) scaling for these frequency ranges. It is shown that the omega(exp -2) scaling is obtained by simplifying the description of turbulent time correlations. An approximate theory of the effect of shear on turbulent time correlations is developed and applied to the frequency spectrum of sound radiated by shear turbulence. The predicted steepening of the shear dominated spectrum appears to be consistent with jet noise measurements.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dainotti, Maria Giovanna; Petrosian, Vahe'; Singal, Jack
2013-09-10
Gamma-ray bursts (GRBs), which have been observed up to redshifts z Almost-Equal-To 9.5, can be good probes of the early universe and have the potential to test cosmological models. Dainotti's analysis of GRB Swift afterglow light curves with known redshifts and a definite X-ray plateau shows an anti-correlation between the rest-frame time when the plateau ends (the plateau end time) and the calculated luminosity at that time (or approximately an anti-correlation between plateau duration and luminosity). Here, we present an update of this correlation with a larger data sample of 101 GRBs with good light curves. Since some of thismore » correlation could result from the redshift dependences of these intrinsic parameters, namely, their cosmological evolution, we use the Efron-Petrosian method to reveal the intrinsic nature of this correlation. We find that a substantial part of the correlation is intrinsic and describe how we recover it and how this can be used to constrain physical models of the plateau emission, the origin of which is still unknown. The present result could help to clarify the debated nature of the plateau emission.« less
Effective pore-scale dispersion upscaling with a correlated continuous time random walk approach
NASA Astrophysics Data System (ADS)
Le Borgne, T.; Bolster, D.; Dentz, M.; de Anna, P.; Tartakovsky, A.
2011-12-01
We investigate the upscaling of dispersion from a pore-scale analysis of Lagrangian velocities. A key challenge in the upscaling procedure is to relate the temporal evolution of spreading to the pore-scale velocity field properties. We test the hypothesis that one can represent Lagrangian velocities at the pore scale as a Markov process in space. The resulting effective transport model is a continuous time random walk (CTRW) characterized by a correlated random time increment, here denoted as correlated CTRW. We consider a simplified sinusoidal wavy channel model as well as a more complex heterogeneous pore space. For both systems, the predictions of the correlated CTRW model, with parameters defined from the velocity field properties (both distribution and correlation), are found to be in good agreement with results from direct pore-scale simulations over preasymptotic and asymptotic times. In this framework, the nontrivial dependence of dispersion on the pore boundary fluctuations is shown to be related to the competition between distribution and correlation effects. In particular, explicit inclusion of spatial velocity correlation in the effective CTRW model is found to be important to represent incomplete mixing in the pore throats.
NASA Astrophysics Data System (ADS)
Piao, Lin; Fu, Zuntao
2016-11-01
Cross-correlation between pairs of variables takes multi-time scale characteristic, and it can be totally different on different time scales (changing from positive correlation to negative one), e.g., the associations between mean air temperature and relative humidity over regions to the east of Taihang mountain in China. Therefore, how to correctly unveil these correlations on different time scales is really of great importance since we actually do not know if the correlation varies with scales in advance. Here, we compare two methods, i.e. Detrended Cross-Correlation Analysis (DCCA for short) and Pearson correlation, in quantifying scale-dependent correlations directly to raw observed records and artificially generated sequences with known cross-correlation features. Studies show that 1) DCCA related methods can indeed quantify scale-dependent correlations, but not Pearson method; 2) the correlation features from DCCA related methods are robust to contaminated noises, however, the results from Pearson method are sensitive to noise; 3) the scale-dependent correlation results from DCCA related methods are robust to the amplitude ratio between slow and fast components, while Pearson method may be sensitive to the amplitude ratio. All these features indicate that DCCA related methods take some advantages in correctly quantifying scale-dependent correlations, which results from different physical processes.
Piao, Lin; Fu, Zuntao
2016-11-09
Cross-correlation between pairs of variables takes multi-time scale characteristic, and it can be totally different on different time scales (changing from positive correlation to negative one), e.g., the associations between mean air temperature and relative humidity over regions to the east of Taihang mountain in China. Therefore, how to correctly unveil these correlations on different time scales is really of great importance since we actually do not know if the correlation varies with scales in advance. Here, we compare two methods, i.e. Detrended Cross-Correlation Analysis (DCCA for short) and Pearson correlation, in quantifying scale-dependent correlations directly to raw observed records and artificially generated sequences with known cross-correlation features. Studies show that 1) DCCA related methods can indeed quantify scale-dependent correlations, but not Pearson method; 2) the correlation features from DCCA related methods are robust to contaminated noises, however, the results from Pearson method are sensitive to noise; 3) the scale-dependent correlation results from DCCA related methods are robust to the amplitude ratio between slow and fast components, while Pearson method may be sensitive to the amplitude ratio. All these features indicate that DCCA related methods take some advantages in correctly quantifying scale-dependent correlations, which results from different physical processes.
Dean, Roger T; Dunsmuir, William T M
2016-06-01
Many articles on perception, performance, psychophysiology, and neuroscience seek to relate pairs of time series through assessments of their cross-correlations. Most such series are individually autocorrelated: they do not comprise independent values. Given this situation, an unfounded reliance is often placed on cross-correlation as an indicator of relationships (e.g., referent vs. response, leading vs. following). Such cross-correlations can indicate spurious relationships, because of autocorrelation. Given these dangers, we here simulated how and why such spurious conclusions can arise, to provide an approach to resolving them. We show that when multiple pairs of series are aggregated in several different ways for a cross-correlation analysis, problems remain. Finally, even a genuine cross-correlation function does not answer key motivating questions, such as whether there are likely causal relationships between the series. Thus, we illustrate how to obtain a transfer function describing such relationships, informed by any genuine cross-correlations. We illustrate the confounds and the meaningful transfer functions by two concrete examples, one each in perception and performance, together with key elements of the R software code needed. The approach involves autocorrelation functions, the establishment of stationarity, prewhitening, the determination of cross-correlation functions, the assessment of Granger causality, and autoregressive model development. Autocorrelation also limits the interpretability of other measures of possible relationships between pairs of time series, such as mutual information. We emphasize that further complexity may be required as the appropriate analysis is pursued fully, and that causal intervention experiments will likely also be needed.
NASA Astrophysics Data System (ADS)
Wang, Fang
2016-06-01
In order to detect and quantify asymmetry of two time series, a novel cross-correlation coefficient is proposed based on recent asymmetric detrended cross-correlation analysis (A-DXA), which we called A-DXA coefficient. The A-DXA coefficient, as an important extension of DXA coefficient ρ D X A , contains two directional asymmetric cross-correlated indexes, describing upwards and downwards asymmetric cross-correlations, respectively. By using the information of directional covariance function of two time series and directional variance function of each series itself instead of power-law between the covariance function and time scale, the proposed A-DXA coefficient can well detect asymmetry between the two series no matter whether the cross-correlation is significant or not. By means of the proposed A-DXA coefficient conducted over the asymmetry for California electricity market, we found that the asymmetry between the prices and loads is not significant for daily average data in 1999 yr market (before electricity crisis) but extremely significant for those in 2000 yr market (during the crisis). To further uncover the difference of asymmetry between the years 1999 and 2000, a modified H statistic (MH) and ΔMH statistic are proposed. One of the present contributions is that the high MH values calculated for hourly data exist in majority months in 2000 market. Another important conclusion is that the cross-correlation with downwards dominates over the whole 1999 yr in contrast to the cross-correlation with upwards dominates over the 2000 yr.
Caregiver’s feeding styles questionnaire - new factors and correlates
USDA-ARS?s Scientific Manuscript database
Study objectives were to conduct exploratory factor analysis (EFA) of Caregiver’s Feeding Styles Questionnaire (CFSQ) and evaluate correlations between factors and maternal feeding practices, attitudes, and perceptions. Mothers (N = 144) were 43% minority race/ethnicity, 24% full-time employed, 54% ...
Interpretation of a compositional time series
NASA Astrophysics Data System (ADS)
Tolosana-Delgado, R.; van den Boogaart, K. G.
2012-04-01
Common methods for multivariate time series analysis use linear operations, from the definition of a time-lagged covariance/correlation to the prediction of new outcomes. However, when the time series response is a composition (a vector of positive components showing the relative importance of a set of parts in a total, like percentages and proportions), then linear operations are afflicted of several problems. For instance, it has been long recognised that (auto/cross-)correlations between raw percentages are spurious, more dependent on which other components are being considered than on any natural link between the components of interest. Also, a long-term forecast of a composition in models with a linear trend will ultimately predict negative components. In general terms, compositional data should not be treated in a raw scale, but after a log-ratio transformation (Aitchison, 1986: The statistical analysis of compositional data. Chapman and Hill). This is so because the information conveyed by a compositional data is relative, as stated in their definition. The principle of working in coordinates allows to apply any sort of multivariate analysis to a log-ratio transformed composition, as long as this transformation is invertible. This principle is of full application to time series analysis. We will discuss how results (both auto/cross-correlation functions and predictions) can be back-transformed, viewed and interpreted in a meaningful way. One view is to use the exhaustive set of all possible pairwise log-ratios, which allows to express the results into D(D - 1)/2 separate, interpretable sets of one-dimensional models showing the behaviour of each possible pairwise log-ratios. Another view is the interpretation of estimated coefficients or correlations back-transformed in terms of compositions. These two views are compatible and complementary. These issues are illustrated with time series of seasonal precipitation patterns at different rain gauges of the USA. In this data set, the proportion of annual precipitation falling in winter, spring, summer and autumn is considered a 4-component time series. Three invertible log-ratios are defined for calculations, balancing rainfall in autumn vs. winter, in summer vs. spring, and in autumn-winter vs. spring-summer. Results suggest a 2-year correlation range, and certain oscillatory behaviour in the last balance, which does not occur in the other two.
Thermal Non-equilibrium Consistent with Widespread Cooling
NASA Technical Reports Server (NTRS)
Winebarger, A.; Lionello, R.; Mikic, Z.; Linker, J.; Mok, Y.
2014-01-01
Time correlation analysis has been used to show widespread cooling in the solar corona; this cooling has been interpreted as a result of impulsive (nanoflare) heating. In this work, we investigate wide-spread cooling using a 3D model for a solar active region which has been heated with highly stratified heating. This type of heating drives thermal non-equilibrium solutions, meaning that though the heating is effectively steady, the density and temperature in the solution are not. We simulate the expected observations in narrowband EUV images and apply the time correlation analysis. We find that the results of this analysis are qualitatively similar to the observed data. We discuss additional diagnostics that may be applied to differentiate between these two heating scenarios.
Hot spot dynamics in carbon nanotube array devices.
Engel, Michael; Steiner, Mathias; Seo, Jung-Woo T; Hersam, Mark C; Avouris, Phaedon
2015-03-11
We report on the dynamics of spatial temperature distributions in aligned semiconducting carbon nanotube array devices with submicrometer channel lengths. By using high-resolution optical microscopy in combination with electrical transport measurements, we observe under steady state bias conditions the emergence of time-variable, local temperature maxima with dimensions below 300 nm, and temperatures above 400 K. On the basis of time domain cross-correlation analysis, we investigate how the intensity fluctuations of the thermal radiation patterns are correlated with the overall device current. The analysis reveals the interdependence of electrical current fluctuations and time-variable hot spot formation that limits the overall device performance and, ultimately, may cause device degradation. The findings have implications for the future development of carbon nanotube-based technologies.
Relative phase asynchrony and long-range correlation of long-term solar magnetic activity
NASA Astrophysics Data System (ADS)
Deng, Linhua
2017-07-01
Statistical signal processing is one of the most important tasks in a large amount of areas of scientific studies, such as astrophysics, geophysics, and space physics. Phase recurrence analysis and long-range persistence are the two dynamical structures of the underlying processes for the given natural phenomenon. Linear and nonlinear time series analysis approaches (cross-correlation analysis, cross-recurrence plot, wavelet coherent transform, and Hurst analysis) are combined to investigate the relative phase interconnection and long-range correlation between solar activity and geomagnetic activity for the time interval from 1932 January to 2017 January. The following prominent results are found: (1) geomagnetic activity lags behind sunspot numbers with a phase shift of 21 months, and they have a high level of asynchronous behavior; (2) their relative phase interconnections are in phase for the periodic scales during 8-16 years, but have a mixing behavior for the periodic belts below 8 years; (3) both sunspot numbers and geomagnetic activity can not be regarded as a stochastic phenomenon because their dynamical behaviors display a long-term correlation and a fractal nature. We believe that the presented conclusions could provide further information on understanding the dynamical coupling of solar dynamo process with geomagnetic activity variation, and the crucial role of solar and geomagnetic activity in the long-term climate change.
Estimation of error on the cross-correlation, phase and time lag between evenly sampled light curves
NASA Astrophysics Data System (ADS)
Misra, R.; Bora, A.; Dewangan, G.
2018-04-01
Temporal analysis of radiation from Astrophysical sources like Active Galactic Nuclei, X-ray Binaries and Gamma-ray bursts provides information on the geometry and sizes of the emitting regions. Establishing that two light-curves in different energy bands are correlated, and measuring the phase and time-lag between them is an important and frequently used temporal diagnostic. Generally the estimates are done by dividing the light-curves into large number of adjacent intervals to find the variance or by using numerically expensive simulations. In this work we have presented alternative expressions for estimate of the errors on the cross-correlation, phase and time-lag between two shorter light-curves when they cannot be divided into segments. Thus the estimates presented here allow for analysis of light-curves with relatively small number of points, as well as to obtain information on the longest time-scales available. The expressions have been tested using 200 light curves simulated from both white and 1 / f stochastic processes with measurement errors. We also present an application to the XMM-Newton light-curves of the Active Galactic Nucleus, Akn 564. The example shows that the estimates presented here allow for analysis of light-curves with relatively small (∼ 1000) number of points.
NASA Astrophysics Data System (ADS)
Li, Xuebao; Wang, Jing; Li, Yinfei; Zhang, Qian; Lu, Tiebing; Cui, Xiang
2018-06-01
Corona-generated audible noise is induced by the collisions between space charges and air molecules. It has been proven that there is a close correlation between audible noise and corona current from DC corona discharge. Analysis on the correlation between audible noise and corona current can promote the cognition of the generation mechanism of corona discharge. In this paper, time-domain waveforms of AC corona-generated audible noise and corona current are measured simultaneously. The one-to-one relationship between sound pressure pulses and corona current pulses can be found and is used to remove the interferences from background noise. After the interferences are removed, the linear correlated relationships between sound pressure pulse amplitude and corona current pulse amplitude are obtained through statistical analysis. Besides, frequency components at the harmonics of power frequency (50 Hz) can be found both in the frequency spectrums of audible noise and corona current through frequency analysis. Furthermore, the self-correlation relationships between harmonic components below 400 Hz with the 50 Hz component are analyzed for audible noise and corona current and corresponding empirical formulas are proposed to calculate the harmonic components based on the 50 Hz component. Finally, based on the AC corona discharge process and generation mechanism of audible noise and corona current, the correlation between audible noise and corona current in time domain and frequency domain are interpreted qualitatively. Besides, with the aid of analytical expressions of periodic square waves, sound pressure pulses, and corona current pulses, the modulation effects from the AC voltage on the pulse trains are used to interpret the generation of the harmonic components of audible noise and corona current.
Finite size of hadrons and Bose-Einstein correlations in pp collisions at 7 TeV
NASA Astrophysics Data System (ADS)
Bialas, Andrzej; Florkowski, Wojciech; Zalewski, Kacper
2015-09-01
Space-time correlations between produced particles, induced by the composite nature of hadrons, imply specific changes in the properties of the correlation functions for identical particles. The expected magnitude of these effects is evaluated using the recently published blast-wave model analysis of the data for pp collisions at √{ s} = 7 TeV.
NASA Astrophysics Data System (ADS)
He, Ling-Yun; Chen, Shu-Peng
2011-01-01
Nonlinear dependency between characteristic financial and commodity market quantities (variables) is crucially important, especially between trading volume and market price. Studies on nonlinear dependency between price and volume can provide practical insights into market trading characteristics, as well as the theoretical understanding of market dynamics. Actually, nonlinear dependency and its underlying dynamical mechanisms between price and volume can help researchers and technical analysts in understanding the market dynamics by integrating the market variables, instead of investigating them in the current literature. Therefore, for investigating nonlinear dependency of price-volume relationships in agricultural commodity futures markets in China and the US, we perform a new statistical test to detect cross-correlations and apply a new methodology called Multifractal Detrended Cross-Correlation Analysis (MF-DCCA), which is an efficient algorithm to analyze two spatially or temporally correlated time series. We discuss theoretically the relationship between the bivariate cross-correlation exponent and the generalized Hurst exponents for time series of respective variables. We also perform an empirical study and find that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the analyzed agricultural commodity futures markets.
Multifractal detrending moving-average cross-correlation analysis
NASA Astrophysics Data System (ADS)
Jiang, Zhi-Qiang; Zhou, Wei-Xing
2011-07-01
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross correlations. The multifractal detrended cross-correlation analysis (MFDCCA) approaches can be used to quantify such cross correlations, such as the MFDCCA based on the detrended fluctuation analysis (MFXDFA) method. We develop in this work a class of MFDCCA algorithms based on the detrending moving-average analysis, called MFXDMA. The performances of the proposed MFXDMA algorithms are compared with the MFXDFA method by extensive numerical experiments on pairs of time series generated from bivariate fractional Brownian motions, two-component autoregressive fractionally integrated moving-average processes, and binomial measures, which have theoretical expressions of the multifractal nature. In all cases, the scaling exponents hxy extracted from the MFXDMA and MFXDFA algorithms are very close to the theoretical values. For bivariate fractional Brownian motions, the scaling exponent of the cross correlation is independent of the cross-correlation coefficient between two time series, and the MFXDFA and centered MFXDMA algorithms have comparative performances, which outperform the forward and backward MFXDMA algorithms. For two-component autoregressive fractionally integrated moving-average processes, we also find that the MFXDFA and centered MFXDMA algorithms have comparative performances, while the forward and backward MFXDMA algorithms perform slightly worse. For binomial measures, the forward MFXDMA algorithm exhibits the best performance, the centered MFXDMA algorithms performs worst, and the backward MFXDMA algorithm outperforms the MFXDFA algorithm when the moment order q<0 and underperforms when q>0. We apply these algorithms to the return time series of two stock market indexes and to their volatilities. For the returns, the centered MFXDMA algorithm gives the best estimates of hxy(q) since its hxy(2) is closest to 0.5, as expected, and the MFXDFA algorithm has the second best performance. For the volatilities, the forward and backward MFXDMA algorithms give similar results, while the centered MFXDMA and the MFXDFA algorithms fail to extract rational multifractal nature.
Input-output relationship in social communications characterized by spike train analysis
NASA Astrophysics Data System (ADS)
Aoki, Takaaki; Takaguchi, Taro; Kobayashi, Ryota; Lambiotte, Renaud
2016-10-01
We study the dynamical properties of human communication through different channels, i.e., short messages, phone calls, and emails, adopting techniques from neuronal spike train analysis in order to characterize the temporal fluctuations of successive interevent times. We first measure the so-called local variation (LV) of incoming and outgoing event sequences of users and find that these in- and out-LV values are positively correlated for short messages and uncorrelated for phone calls and emails. Second, we analyze the response-time distribution after receiving a message to focus on the input-output relationship in each of these channels. We find that the time scales and amplitudes of response differ between the three channels. To understand the effects of the response-time distribution on the correlations between the LV values, we develop a point process model whose activity rate is modulated by incoming and outgoing events. Numerical simulations of the model indicate that a quick response to incoming events and a refractory effect after outgoing events are key factors to reproduce the positive LV correlations.
NASA Technical Reports Server (NTRS)
Pototzky, Anthony S.; Heeg, Jennifer; Perry, Boyd, III
1990-01-01
Time-correlated gust loads are time histories of two or more load quantities due to the same disturbance time history. Time correlation provides knowledge of the value (magnitude and sign) of one load when another is maximum. At least two analysis methods have been identified that are capable of computing maximized time-correlated gust loads for linear aircraft. Both methods solve for the unit-energy gust profile (gust velocity as a function of time) that produces the maximum load at a given location on a linear airplane. Time-correlated gust loads are obtained by re-applying this gust profile to the airplane and computing multiple simultaneous load responses. Such time histories are physically realizable and may be applied to aircraft structures. Within the past several years there has been much interest in obtaining a practical analysis method which is capable of solving the analogous problem for nonlinear aircraft. Such an analysis method has been the focus of an international committee of gust loads specialists formed by the U.S. Federal Aviation Administration and was the topic of a panel discussion at the Gust and Buffet Loads session at the 1989 SDM Conference in Mobile, Alabama. The kinds of nonlinearities common on modern transport aircraft are indicated. The Statical Discrete Gust method is capable of being, but so far has not been, applied to nonlinear aircraft. To make the method practical for nonlinear applications, a search procedure is essential. Another method is based on Matched Filter Theory and, in its current form, is applicable to linear systems only. The purpose here is to present the status of an attempt to extend the matched filter approach to nonlinear systems. The extension uses Matched Filter Theory as a starting point and then employs a constrained optimization algorithm to attack the nonlinear problem.
Statistical regularities of Carbon emission trading market: Evidence from European Union allowances
NASA Astrophysics Data System (ADS)
Zheng, Zeyu; Xiao, Rui; Shi, Haibo; Li, Guihong; Zhou, Xiaofeng
2015-05-01
As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we analyzed the price fluctuations of the European Union allowances (EUA) futures in European Climate Exchange (ECX) market from 2007 to 2011. The symmetric and power-law probability density function of return time series was displayed. We found that there are only short-range correlations in price changes (return), while long-range correlations in the absolute of price changes (volatility). Further, detrended fluctuation analysis (DFA) approach was applied with focus on long-range autocorrelations and Hurst exponent. We observed long-range power-law autocorrelations in the volatility that quantify risk, and found that they decay much more slowly than the autocorrelation of return time series. Our analysis also showed that the significant cross correlations exist between return time series of EUA and many other returns. These cross correlations exist in a wide range of fields, including stock markets, energy concerned commodities futures, and financial futures. The significant cross-correlations between energy concerned futures and EUA indicate the physical relationship between carbon emission and energy production process. Additionally, the cross-correlations between financial futures and EUA indicate that the speculation behavior may become an important factor that can affect the price of EUA. Finally we modeled the long-range volatility time series of EUA with a particular version of the GARCH process, and the result also suggests long-range volatility autocorrelations.
GATE: software for the analysis and visualization of high-dimensional time series expression data.
MacArthur, Ben D; Lachmann, Alexander; Lemischka, Ihor R; Ma'ayan, Avi
2010-01-01
We present Grid Analysis of Time series Expression (GATE), an integrated computational software platform for the analysis and visualization of high-dimensional biomolecular time series. GATE uses a correlation-based clustering algorithm to arrange molecular time series on a two-dimensional hexagonal array and dynamically colors individual hexagons according to the expression level of the molecular component to which they are assigned, to create animated movies of systems-level molecular regulatory dynamics. In order to infer potential regulatory control mechanisms from patterns of correlation, GATE also allows interactive interroga-tion of movies against a wide variety of prior knowledge datasets. GATE movies can be paused and are interactive, allowing users to reconstruct networks and perform functional enrichment analyses. Movies created with GATE can be saved in Flash format and can be inserted directly into PDF manuscript files as interactive figures. GATE is available for download and is free for academic use from http://amp.pharm.mssm.edu/maayan-lab/gate.htm
Design and analysis of coherent OCDM en/decoder based on photonic crystal
NASA Astrophysics Data System (ADS)
Zhang, Chongfu; Qiu, Kun
2008-08-01
The design and performance analysis of a new coherent optical en/decoder based on photonic crystal (PhC) for optical code -division -multiple (OCDM) are presented in this paper. In this scheme, the optical pulse phase and time delay can be flexibly controlled by photonic crystal phase shifter and time delayer by using the appropriate design of fabrication. According to the PhC transmission matrix theorem, combination calculation of the impurity and normal period layers is applied, and performances of the PhC-based optical en/decoder are also analyzed. The reflection, transmission, time delay characteristic and optical spectrum of pulse en/decoded are studied for the waves tuned in the photonic band-gap by numerical calculation. Theoretical analysis and numerical results indicate that the optical pulse is achieved to properly phase modulation and time delay, and an auto-correlation of about 8 dB ration and cross-correlation is gained, which demonstrates the applicability of true pulse phase modulation in a number of applications.
Spatio-Chromatic Adaptation via Higher-Order Canonical Correlation Analysis of Natural Images
Gutmann, Michael U.; Laparra, Valero; Hyvärinen, Aapo; Malo, Jesús
2014-01-01
Independent component and canonical correlation analysis are two general-purpose statistical methods with wide applicability. In neuroscience, independent component analysis of chromatic natural images explains the spatio-chromatic structure of primary cortical receptive fields in terms of properties of the visual environment. Canonical correlation analysis explains similarly chromatic adaptation to different illuminations. But, as we show in this paper, neither of the two methods generalizes well to explain both spatio-chromatic processing and adaptation at the same time. We propose a statistical method which combines the desirable properties of independent component and canonical correlation analysis: It finds independent components in each data set which, across the two data sets, are related to each other via linear or higher-order correlations. The new method is as widely applicable as canonical correlation analysis, and also to more than two data sets. We call it higher-order canonical correlation analysis. When applied to chromatic natural images, we found that it provides a single (unified) statistical framework which accounts for both spatio-chromatic processing and adaptation. Filters with spatio-chromatic tuning properties as in the primary visual cortex emerged and corresponding-colors psychophysics was reproduced reasonably well. We used the new method to make a theory-driven testable prediction on how the neural response to colored patterns should change when the illumination changes. We predict shifts in the responses which are comparable to the shifts reported for chromatic contrast habituation. PMID:24533049
Spatio-chromatic adaptation via higher-order canonical correlation analysis of natural images.
Gutmann, Michael U; Laparra, Valero; Hyvärinen, Aapo; Malo, Jesús
2014-01-01
Independent component and canonical correlation analysis are two general-purpose statistical methods with wide applicability. In neuroscience, independent component analysis of chromatic natural images explains the spatio-chromatic structure of primary cortical receptive fields in terms of properties of the visual environment. Canonical correlation analysis explains similarly chromatic adaptation to different illuminations. But, as we show in this paper, neither of the two methods generalizes well to explain both spatio-chromatic processing and adaptation at the same time. We propose a statistical method which combines the desirable properties of independent component and canonical correlation analysis: It finds independent components in each data set which, across the two data sets, are related to each other via linear or higher-order correlations. The new method is as widely applicable as canonical correlation analysis, and also to more than two data sets. We call it higher-order canonical correlation analysis. When applied to chromatic natural images, we found that it provides a single (unified) statistical framework which accounts for both spatio-chromatic processing and adaptation. Filters with spatio-chromatic tuning properties as in the primary visual cortex emerged and corresponding-colors psychophysics was reproduced reasonably well. We used the new method to make a theory-driven testable prediction on how the neural response to colored patterns should change when the illumination changes. We predict shifts in the responses which are comparable to the shifts reported for chromatic contrast habituation.
NASA Astrophysics Data System (ADS)
Sun, Xuelian; Liu, Zixian
2016-02-01
In this paper, a new estimator of correlation matrix is proposed, which is composed of the detrended cross-correlation coefficients (DCCA coefficients), to improve portfolio optimization. In contrast to Pearson's correlation coefficients (PCC), DCCA coefficients acquired by the detrended cross-correlation analysis (DCCA) method can describe the nonlinear correlation between assets, and can be decomposed in different time scales. These properties of DCCA make it possible to improve the investment effect and more valuable to investigate the scale behaviors of portfolios. The minimum variance portfolio (MVP) model and the Mean-Variance (MV) model are used to evaluate the effectiveness of this improvement. Stability analysis shows the effect of two kinds of correlation matrices on the estimation error of portfolio weights. The observed scale behaviors are significant to risk management and could be used to optimize the portfolio selection.
NASA Astrophysics Data System (ADS)
Gerlich, Nikolas; Rostek, Stefan
2015-09-01
We derive a heuristic method to estimate the degree of self-similarity and serial correlation in financial time series. Especially, we propagate the use of a tailor-made selection of different estimation techniques that are used in various fields of time series analysis but until now have not consequently found their way into the finance literature. Following the idea of portfolio diversification, we show that considerable improvements with respect to robustness and unbiasedness can be achieved by using a basket of estimation methods. With this methodological toolbox at hand, we investigate real market data to show that noticeable deviations from the assumptions of constant self-similarity and absence of serial correlation occur during certain periods. On the one hand, this may shed a new light on seemingly ambiguous scientific findings concerning serial correlation of financial time series. On the other hand, a proven time-changing degree of self-similarity may help to explain high-volatility clusters of stock price indices.
The long-range correlation and evolution law of centennial-scale temperatures in Northeast China.
Zheng, Xiaohui; Lian, Yi; Wang, Qiguang
2018-01-01
This paper applies the detrended fluctuation analysis (DFA) method to investigate the long-range correlation of monthly mean temperatures from three typical measurement stations at Harbin, Changchun, and Shenyang in Northeast China from 1909 to 2014. The results reveal the memory characteristics of the climate system in this region. By comparing the temperatures from different time periods and investigating the variations of its scaling exponents at the three stations during these different time periods, we found that the monthly mean temperature has long-range correlation, which indicates that the temperature in Northeast China has long-term memory and good predictability. The monthly time series of temperatures over the past 106 years also shows good long-range correlation characteristics. These characteristics are also obviously observed in the annual mean temperature time series. Finally, we separated the centennial-length temperature time series into two time periods. These results reveal that the long-range correlations at the Harbin station over these two time periods have large variations, whereas no obvious variations are observed at the other two stations. This indicates that warming affects the regional climate system's predictability differently at different time periods. The research results can provide a quantitative reference point for regional climate predictability assessment and future climate model evaluation.
NASA Astrophysics Data System (ADS)
Ridgeway, William K.; Millar, David P.; Williamson, James R.
2013-04-01
Fluorescence Correlation Spectroscopy (FCS) is widely used to quantify reaction rates and concentrations of molecules in vitro and in vivo. We recently reported Fluorescence Triple Correlation Spectroscopy (F3CS), which correlates three signals together instead of two. F3CS can analyze the stoichiometries of complex mixtures and detect irreversible processes by identifying time-reversal asymmetries. Here we report the computational developments that were required for the realization of F3CS and present the results as the Triple Correlation Toolbox suite of programs. Triple Correlation Toolbox is a complete data analysis pipeline capable of acquiring, correlating and fitting large data sets. Each segment of the pipeline handles error estimates for accurate error-weighted global fitting. Data acquisition was accelerated with a combination of off-the-shelf counter-timer chips and vectorized operations on 128-bit registers. This allows desktop computers with inexpensive data acquisition cards to acquire hours of multiple-channel data with sub-microsecond time resolution. Off-line correlation integrals were implemented as a two delay time multiple-tau scheme that scales efficiently with multiple processors and provides an unprecedented view of linked dynamics. Global fitting routines are provided to fit FCS and F3CS data to models containing up to ten species. Triple Correlation Toolbox is a complete package that enables F3CS to be performed on existing microscopes. Catalogue identifier: AEOP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEOP_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 50189 No. of bytes in distributed program, including test data, etc.: 6135283 Distribution format: tar.gz Programming language: C/Assembly. Computer: Any with GCC and library support. Operating system: Linux and OS X (data acq. for Linux only due to library availability), not tested on Windows. RAM: ≥512 MB. Classification: 16.4. External routines: NIDAQmx (National Instruments), Gnu Scientific Library, GTK+, PLplot (optional) Nature of problem: Fluorescence Triple Correlation Spectroscopy required three things: data acquisition at faster speeds than were possible without expensive custom hardware, triple-correlation routines that could process 1/2 TB data sets rapidly, and fitting routines capable of handling several to a hundred fit parameters and 14,000 + data points, each with error estimates. Solution method: A novel data acquisition concept mixed signal processing with off-the-shelf hardware and data-parallel processing using 128-bit registers found in desktop CPUs. Correlation algorithms used fractal data structures and multithreading to reduce data analysis times. Global fitting was implemented with robust minimization routines and provides feedback that allows the user to critically inspect initial guesses and fits. Restrictions: Data acquisition only requires a National Instruments data acquisition card (it was tested on Linux using card PCIe-6251) and a simple home-built circuit. Unusual features: Hand-coded ×86-64 assembly for data acquisition loops (platform-independent C code also provided). Additional comments: A complete collection of tools to perform Fluorescence Triple Correlation Spectroscopy-from data acquisition to two-tau correlation of large data sets, to model fitting. Running time: 1-5 h of data analysis per hour of data collected. Varies depending on data-acquisition length, time resolution, data density and number of cores used for correlation integrals.
Mouse Activity across Time Scales: Fractal Scenarios
Lima, G. Z. dos Santos; Lobão-Soares, B.; do Nascimento, G. C.; França, Arthur S. C.; Muratori, L.; Ribeiro, S.; Corso, G.
2014-01-01
In this work we devise a classification of mouse activity patterns based on accelerometer data using Detrended Fluctuation Analysis. We use two characteristic mouse behavioural states as benchmarks in this study: waking in free activity and slow-wave sleep (SWS). In both situations we find roughly the same pattern: for short time intervals we observe high correlation in activity - a typical 1/f complex pattern - while for large time intervals there is anti-correlation. High correlation of short intervals ( to : waking state and to : SWS) is related to highly coordinated muscle activity. In the waking state we associate high correlation both to muscle activity and to mouse stereotyped movements (grooming, waking, etc.). On the other side, the observed anti-correlation over large time scales ( to : waking state and to : SWS) during SWS appears related to a feedback autonomic response. The transition from correlated regime at short scales to an anti-correlated regime at large scales during SWS is given by the respiratory cycle interval, while during the waking state this transition occurs at the time scale corresponding to the duration of the stereotyped mouse movements. Furthermore, we find that the waking state is characterized by longer time scales than SWS and by a softer transition from correlation to anti-correlation. Moreover, this soft transition in the waking state encompass a behavioural time scale window that gives rise to a multifractal pattern. We believe that the observed multifractality in mouse activity is formed by the integration of several stereotyped movements each one with a characteristic time correlation. Finally, we compare scaling properties of body acceleration fluctuation time series during sleep and wake periods for healthy mice. Interestingly, differences between sleep and wake in the scaling exponents are comparable to previous works regarding human heartbeat. Complementarily, the nature of these sleep-wake dynamics could lead to a better understanding of neuroautonomic regulation mechanisms. PMID:25275515
Correlation analysis of respiratory signals by using parallel coordinate plots.
Saatci, Esra
2018-01-01
The understanding of the bonds and the relationships between the respiratory signals, i.e. the airflow, the mouth pressure, the relative temperature and the relative humidity during breathing may provide the improvement on the measurement methods of respiratory mechanics and sensor designs or the exploration of the several possible applications in the analysis of respiratory disorders. Therefore, the main objective of this study was to propose a new combination of methods in order to determine the relationship between respiratory signals as a multidimensional data. In order to reveal the coupling between the processes two very different methods were used: the well-known statistical correlation analysis (i.e. Pearson's correlation and cross-correlation coefficient) and parallel coordinate plots (PCPs). Curve bundling with the number intersections for the correlation analysis, Least Mean Square Time Delay Estimator (LMS-TDE) for the point delay detection and visual metrics for the recognition of the visual structures were proposed and utilized in PCP. The number of intersections was increased when the correlation coefficient changed from high positive to high negative correlation between the respiratory signals, especially if whole breath was processed. LMS-TDE coefficients plotted in PCP indicated well-matched point delay results to the findings in the correlation analysis. Visual inspection of PCB by visual metrics showed range, dispersions, entropy comparisons and linear and sinusoidal-like relationships between the respiratory signals. It is demonstrated that the basic correlation analysis together with the parallel coordinate plots perceptually motivates the visual metrics in the display and thus can be considered as an aid to the user analysis by providing meaningful views of the data. Copyright © 2017 Elsevier B.V. All rights reserved.
Boschetti, Lucio; Ottavian, Matteo; Facco, Pierantonio; Barolo, Massimiliano; Serva, Lorenzo; Balzan, Stefania; Novelli, Enrico
2013-11-01
The use of near-infrared spectroscopy (NIRS) is proposed in this study for the characterization of the quality parameters of a smoked and dry-cured meat product known as Bauernspeck (originally from Northern Italy), as well as of some technological traits of the pork carcass used for its manufacturing. In particular, NIRS is shown to successfully estimate several key quality parameters (including water activity, moisture, dry matter, ash and protein content), suggesting its suitability for real time application in replacement of expensive and time consuming chemical analysis. Furthermore, a correlative approach based on canonical correlation analysis was used to investigate the spectral regions that are mostly correlated to the characteristics of interest. The identification of these regions, which can be linked to the absorbance of the main functional chemical groups, is intended to provide a better understanding of the chemical structure of the substrate under investigation. Copyright © 2013 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Zhao, Tongtiegang; Liu, Pan; Zhang, Yongyong; Ruan, Chengqing
2017-09-01
Global climate model (GCM) forecasts are an integral part of long-range hydroclimatic forecasting. We propose to use clustering to explore anomaly correlation, which indicates the performance of raw GCM forecasts, in the three-dimensional space of latitude, longitude, and initialization time. Focusing on a certain period of the year, correlations for forecasts initialized at different preceding periods form a vector. The vectors of anomaly correlation across different GCM grid cells are clustered to reveal how GCM forecasts perform as time progresses. Through the case study of Climate Forecast System Version 2 (CFSv2) forecasts of summer precipitation in China, we observe that the correlation at a certain cell oscillates with lead time and can become negative. The use of clustering reveals two meaningful patterns that characterize the relationship between anomaly correlation and lead time. For some grid cells in Central and Southwest China, CFSv2 forecasts exhibit positive correlations with observations and they tend to improve as time progresses. This result suggests that CFSv2 forecasts tend to capture the summer precipitation induced by the East Asian monsoon and the South Asian monsoon. It also indicates that CFSv2 forecasts can potentially be applied to improving hydrological forecasts in these regions. For some other cells, the correlations are generally close to zero at different lead times. This outcome implies that CFSv2 forecasts still have plenty of room for further improvement. The robustness of the patterns has been tested using both hierarchical clustering and k-means clustering and examined with the Silhouette score.
SU-F-R-20: Image Texture Features Correlate with Time to Local Failure in Lung SBRT Patients
DOE Office of Scientific and Technical Information (OSTI.GOV)
Andrews, M; Abazeed, M; Woody, N
Purpose: To explore possible correlation between CT image-based texture and histogram features and time-to-local-failure in early stage non-small cell lung cancer (NSCLC) patients treated with stereotactic body radiotherapy (SBRT).Methods and Materials: From an IRB-approved lung SBRT registry for patients treated between 2009–2013 we selected 48 (20 male, 28 female) patients with local failure. Median patient age was 72.3±10.3 years. Mean time to local failure was 15 ± 7.1 months. Physician-contoured gross tumor volumes (GTV) on the planning CT images were processed and 3D gray-level co-occurrence matrix (GLCM) based texture and histogram features were calculated in Matlab. Data were exported tomore » R and a multiple linear regression model was used to examine the relationship between texture features and time-to-local-failure. Results: Multiple linear regression revealed that entropy (p=0.0233, multiple R2=0.60) from GLCM-based texture analysis and the standard deviation (p=0.0194, multiple R2=0.60) from the histogram-based features were statistically significantly correlated with the time-to-local-failure. Conclusion: Image-based texture analysis can be used to predict certain aspects of treatment outcomes of NSCLC patients treated with SBRT. We found entropy and standard deviation calculated for the GTV on the CT images displayed a statistically significant correlation with and time-to-local-failure in lung SBRT patients.« less
NASA Astrophysics Data System (ADS)
Coronel-Beltrán, Ángel; Álvarez-Borrego, Josué
2010-01-01
We present, in this paper, a comparative analysis of the letters in Times New Roman (TNR), Courier New (CN) and Arial (Ar) font types in plain and italic style and the effects of five foreground/background color combinations using an invariant digital correlation system with a nonlinear filter with k = 0.3. The evaluation of the output plane with this filter is given by the peak-to-correlation energy (PCE) metric. The results show that the letters in TNR font have a better mean PCE value when compared with the CN and Ar fonts. This result is in agreement with some studies on text legibility and for readability where the reaction time (RT) of some participant individuals reading a text is measured. We conclude that the PCE metric is proportional to 1/RT.
NASA Technical Reports Server (NTRS)
Waller, M. C.
1976-01-01
An electro-optical device called an oculometer which tracks a subject's lookpoint as a time function has been used to collect data in a real-time simulation study of instrument landing system (ILS) approaches. The data describing the scanning behavior of a pilot during the instrument approaches have been analyzed by use of a stepwise regression analysis technique. A statistically significant correlation between pilot workload, as indicated by pilot ratings, and scanning behavior has been established. In addition, it was demonstrated that parameters derived from the scanning behavior data can be combined in a mathematical equation to provide a good representation of pilot workload.
VizieR Online Data Catalog: Fermi/GBM GRB time-resolved spectral catalog (Yu+, 2016)
NASA Astrophysics Data System (ADS)
Yu, H.-F.; Preece, R. D.; Greiner, J.; Bhat, P. N.; Bissaldi, E.; Briggs, M. S.; Cleveland, W. H.; Connaughton, V.; Goldstein, A.; von Kienlin; A.; Kouveliotou, C.; Mailyan, B.; Meegan, C. A.; Paciesas, W. S.; Rau, A.; Roberts, O. J.; Veres, P.; Wilson-Hodge, C.; Zhang, B.-B.; van Eerten, H. J.
2016-01-01
Time-resolved spectral analysis results of BEST models: for each spectrum GRB name using the Fermi GBM trigger designation, spectrum number within individual burst, start time Tstart and end time Tstop for the time bin, BEST model, best-fit parameters of the BEST model, value of CSTAT per degrees of freedom, 10keV-1MeV photon and energy flux are given. Ep evolutionary trends: for each burst GRB name, number of spectra with Ep, Spearman's Rank Correlation Coefficients between Ep_ and photon flux and 90%, 95%, and 99% confidence intervals, Spearman's Rank Correlation Coefficients between Ep and energy flux and 90%, 95%, and 99% confidence intervals, Spearman's Rank Correlation Coefficient between Ep and time and 90%, 95%, and 99% confidence intervals, trends as determined by computer for 90%, 95%, and 99% confidence intervals, trends as determined by human eyes are given. (2 data files).
Gómez-Extremera, Manuel; Carpena, Pedro; Ivanov, Plamen Ch; Bernaola-Galván, Pedro A
2016-04-01
We systematically study the scaling properties of the magnitude and sign of the fluctuations in correlated time series, which is a simple and useful approach to distinguish between systems with different dynamical properties but the same linear correlations. First, we decompose artificial long-range power-law linearly correlated time series into magnitude and sign series derived from the consecutive increments in the original series, and we study their correlation properties. We find analytical expressions for the correlation exponent of the sign series as a function of the exponent of the original series. Such expressions are necessary for modeling surrogate time series with desired scaling properties. Next, we study linear and nonlinear correlation properties of series composed as products of independent magnitude and sign series. These surrogate series can be considered as a zero-order approximation to the analysis of the coupling of magnitude and sign in real data, a problem still open in many fields. We find analytical results for the scaling behavior of the composed series as a function of the correlation exponents of the magnitude and sign series used in the composition, and we determine the ranges of magnitude and sign correlation exponents leading to either single scaling or to crossover behaviors. Finally, we obtain how the linear and nonlinear properties of the composed series depend on the correlation exponents of their magnitude and sign series. Based on this information we propose a method to generate surrogate series with controlled correlation exponent and multifractal spectrum.
Loran-C monitor correlation over a 92-mile baseline in Ohio
NASA Technical Reports Server (NTRS)
Lilley, Robert W.; Edwards, Jamie S.
1988-01-01
Two Loran C monitors, at Galion and Athens, Ohio, were operated over a one-year period, measuring chain 9960 Time Delay (TD) and Signal to Noise Ratio (SNR). Analysis of data concentrated on correlation of short term TD variations during the winter months of 1985 to 86, over the 92 nm baseline. Excellent correlation was found, with slight additional improvement possible if local temperature is also included in the analysis. Although SNR and TD effects were suspected during the presence of thunderstorms near the monitors, the scope of the study did not permit storm by storm analysis. A computer tape data base of all measurements was produced, with measurements at both sites included. Data recording and analysis concentrated on the fall and winter months of September 1985 to February 1986.
Statistics of baryon correlation functions in lattice QCD
NASA Astrophysics Data System (ADS)
Wagman, Michael L.; Savage, Martin J.; Nplqcd Collaboration
2017-12-01
A systematic analysis of the structure of single-baryon correlation functions calculated with lattice QCD is performed, with a particular focus on characterizing the structure of the noise associated with quantum fluctuations. The signal-to-noise problem in these correlation functions is shown, as long suspected, to result from a sign problem. The log-magnitude and complex phase are found to be approximately described by normal and wrapped normal distributions respectively. Properties of circular statistics are used to understand the emergence of a large time noise region where standard energy measurements are unreliable. Power-law tails in the distribution of baryon correlation functions, associated with stable distributions and "Lévy flights," are found to play a central role in their time evolution. A new method of analyzing correlation functions is considered for which the signal-to-noise ratio of energy measurements is constant, rather than exponentially degrading, with increasing source-sink separation time. This new method includes an additional systematic uncertainty that can be removed by performing an extrapolation, and the signal-to-noise problem reemerges in the statistics of this extrapolation. It is demonstrated that this new method allows accurate results for the nucleon mass to be extracted from the large-time noise region inaccessible to standard methods. The observations presented here are expected to apply to quantum Monte Carlo calculations more generally. Similar methods to those introduced here may lead to practical improvements in analysis of noisier systems.
Analysis of Correlation Tendency between Wind and Solar from Various Spatio-temporal Perspectives
NASA Astrophysics Data System (ADS)
Wang, X.; Weihua, X.; Mei, Y.
2017-12-01
Analysis of correlation between wind resources and solar resources could explore their complementary features, enhance the utilization efficiency of renewable energy and further alleviate the carbon emission issues caused by the fossil energy. In this paper, we discuss the correlation between wind and solar from various spatio-temporal perspectives (from east to west, in terms of plain, plateau, hill, and mountain, from hourly to daily, ten days and monthly) with observed data and modeled data from NOAA (National Oceanic and Atmospheric Administration) and NERL (National Renewable Energy Laboratory). With investigation of wind speed time series and solar radiation time series (period: 10 years, resolution: 1h) of 72 stations located in various landform and distributed dispersedly in USA, the results show that the correlation coefficient, Kendall's rank correlation coefficient, changes negative to positive value from east coast to west coast of USA, and this phenomena become more obvious when the time scale of resolution increases from daily to ten days and monthly. Furthermore, considering the differences of landforms which influence the local meteorology the Kendall coefficients of diverse topographies are compared and it is found that the coefficients descend from mountain to hill, plateau and plain. However, no such evident tendencies could be found in daily scale. According to this research, it is proposed that the complementary feature of wind resources and solar resources in the east or in the mountain area of USA is conspicuous. Subsequent study would try to further verify this analysis by investigating the operation status of wind power station and solar power station.
Possible biomechanical origins of the long-range correlations in stride intervals of walking
NASA Astrophysics Data System (ADS)
Gates, Deanna H.; Su, Jimmy L.; Dingwell, Jonathan B.
2007-07-01
When humans walk, the time duration of each stride varies from one stride to the next. These temporal fluctuations exhibit long-range correlations. It has been suggested that these correlations stem from higher nervous system centers in the brain that control gait cycle timing. Existing proposed models of this phenomenon have focused on neurophysiological mechanisms that might give rise to these long-range correlations, and generally ignored potential alternative mechanical explanations. We hypothesized that a simple mechanical system could also generate similar long-range correlations in stride times. We modified a very simple passive dynamic model of bipedal walking to incorporate forward propulsion through an impulsive force applied to the trailing leg at each push-off. Push-off forces were varied from step to step by incorporating both “sensory” and “motor” noise terms that were regulated by a simple proportional feedback controller. We generated 400 simulations of walking, with different combinations of sensory noise, motor noise, and feedback gain. The stride time data from each simulation were analyzed using detrended fluctuation analysis to compute a scaling exponent, α. This exponent quantified how each stride interval was correlated with previous and subsequent stride intervals over different time scales. For different variations of the noise terms and feedback gain, we obtained short-range correlations (α<0.5), uncorrelated time series (α=0.5), long-range correlations (0.5<α<1.0), or Brownian motion (α>1.0). Our results indicate that a simple biomechanical model of walking can generate long-range correlations and thus perhaps these correlations are not a complex result of higher level neuronal control, as has been previously suggested.
EEG Correlates of Fluctuation in Cognitive Performance in an Air Traffic Control Task
2014-11-01
using non-parametric statistical analysis to identify neurophysiological patterns due to the time-on-task effect. Significant changes in EEG power...EEG, Cognitive Performance, Power Spectral Analysis , Non-Parametric Analysis Document is available to the public through the Internet...3 Performance Data Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 EEG
NASA Astrophysics Data System (ADS)
Diosdado, A. Muñoz; Cruz, H. Reyes; Hernández, D. Bueno; Coyt, G. Gálvez; González, J. Arellanes
2008-08-01
Heartbeat fluctuations exhibit temporal structure with fractal and nonlinear features that reflect changes in the neuroautonomic control. In this work we have used the detrended fluctuation analysis (DFA) to analyze heartbeat (RR) intervals of 54 healthy subjects and 40 patients with congestive heart failure during 24 hours; we separate time series for sleep and wake phases. We observe long-range correlations in time series of healthy persons and CHF patients. However, the correlations for CHF patients are weaker than the correlations for healthy persons; this fact has been reported by Ashkenazy et al. [1] but with a smaller group of subjects. In time series of CHF patients there is a crossover, it means that the correlations for high and low frequencies are different, but in time series of healthy persons there are not crossovers even if they are sleeping. These crossovers are more pronounced for CHF patients in the sleep phase. We decompose the heartbeat interval time series into magnitude and sign series, we know that these kinds of signals can exhibit different time organization for the magnitude and sign and the magnitude series relates to nonlinear properties of the original time series, while the sign series relates to the linear properties. Magnitude series are long-range correlated, while the sign series are anticorrelated. Newly, the correlations for healthy persons are different that the correlations for CHF patients both for magnitude and sign time series. In the paper of Ashkenazy et al. they proposed the empirical relation: αsign≈1/2(αoriginal+αmagnitude) for the short-range regime (high frequencies), however, we have found a different relation that in our calculations is valid for short and long-range regime: αsign≈1/4(αoriginal+αmagnitude).
2015-09-30
soundscapes , and unit of analysis methodology. The study has culminated in a complex analysis of all environmental factors that could be predictors of...regional soundscapes . To build the correlation matrices from ambient sound recordings, the raw data was first converted into a series of sound...sounds. To compare two different soundscape time periods, the correlation matrices for the two periods were then subtracted from each other
NASA Astrophysics Data System (ADS)
Han, Rui-Qi; Xie, Wen-Jie; Xiong, Xiong; Zhang, Wei; Zhou, Wei-Xing
The correlation structure of a stock market contains important financial contents, which may change remarkably due to the occurrence of financial crisis. We perform a comparative analysis of the Chinese stock market around the occurrence of the 2008 crisis based on the random matrix analysis of high-frequency stock returns of 1228 Chinese stocks. Both raw correlation matrix and partial correlation matrix with respect to the market index in two time periods of one year are investigated. We find that the Chinese stocks have stronger average correlation and partial correlation in 2008 than in 2007 and the average partial correlation is significantly weaker than the average correlation in each period. Accordingly, the largest eigenvalue of the correlation matrix is remarkably greater than that of the partial correlation matrix in each period. Moreover, each largest eigenvalue and its eigenvector reflect an evident market effect, while other deviating eigenvalues do not. We find no evidence that deviating eigenvalues contain industrial sectorial information. Surprisingly, the eigenvectors of the second largest eigenvalues in 2007 and of the third largest eigenvalues in 2008 are able to distinguish the stocks from the two exchanges. We also find that the component magnitudes of the some largest eigenvectors are proportional to the stocks’ capitalizations.
Park, Myunghwan; Yoo, Seunghoon; Seol, Hyeongju; Kim, Cheonyoung; Hong, Youngseok
2015-04-01
While the factors affecting fighter pilots' G level tolerance have been widely accepted, the factors affecting fighter pilots' G duration tolerance have not been well understood. Thirty-eight subjects wearing anti-G suits were exposed to sustained high G forces using a centrifuge. The subjects exerted AGSM and decelerated the centrifuge when they reached the point of loss of peripheral vision. The G profile consisted of a +2.3 G onset rate, +7.3 G single plateau, and -1.6 G offset rate. Each subject's G tolerance time was recorded and the relationship between the tolerance time and the subject's anthropometric and physiological factors were analyzed. The mean tolerance time of the 38 subjects was 31.6 s, and the min and max tolerance times were 20 s and 58 s, respectively. The correlation analysis indicated that none of the factors had statistically significant correlations with the subjects' G duration tolerance. Stepwise multiple regression analysis showed that G duration tolerance was not dependent on any personal factors of the subjects. After the values of personal factors were simplified into 0 or 1, the t-test analysis showed that subjects' heights were inversely correlated with G duration tolerance at a statistically significant level. However, a logistic regression analysis suggested that the effect of the height factor to a pilot's G duration tolerance was too weak to be used as a predictor of a pilot's G tolerance. Fighter pilots' G duration tolerance could not be predicted by pilots' anthropometric and physiological factors.
Analysis of thrips distribution: application of spatial statistics and Kriging
John Aleong; Bruce L. Parker; Margaret Skinner; Diantha Howard
1991-01-01
Kriging is a statistical technique that provides predictions for spatially and temporally correlated data. Observations of thrips distribution and density in Vermont soils are made in both space and time. Traditional statistical analysis of such data assumes that the counts taken over space and time are independent, which is not necessarily true. Therefore, to analyze...
NASA Astrophysics Data System (ADS)
Roberts, Sean; Eykholt, R.; Thaut, Michael H.
2000-08-01
We investigate rhythmic finger tapping in both the presence and the absence of a metronome. We examine both the time intervals between taps and the time lags between the stimulus tones from the metronome and the response taps by the subject. We analyze the correlations in these data sets, and we search for evidence of deterministic chaos, as opposed to randomness, in the fluctuations.
Functional network connectivity analysis based on partial correlation in Alzheimer's disease
NASA Astrophysics Data System (ADS)
Zhang, Nan; Guan, Xiaoting; Zhang, Yumei; Li, Jingjing; Chen, Hongyan; Chen, Kewei; Fleisher, Adam; Yao, Li; Wu, Xia
2009-02-01
Functional network connectivity (FNC) measures the temporal dependency among the time courses of functional networks. However, the marginal correlation between two networks used in the classic FNC analysis approach doesn't separate the FNC from the direct/indirect effects of other networks. In this study, we proposed an alternative approach based on partial correlation to evaluate the FNC, since partial correlation based FNC can reveal the direct interaction between a pair of networks, removing dependencies or influences from others. Previous studies have demonstrated less task-specific activation and less rest-state activity in Alzheimer's disease (AD). We applied present approach to contrast FNC differences of resting state network (RSN) between AD and normal controls (NC). The fMRI data under resting condition were collected from 15 AD and 16 NC. FNC was calculated for each pair of six RSNs identified using Group ICA, thus resulting in 15 (2 out of 6) pairs for each subject. Partial correlation based FNC analysis indicated 6 pairs significant differences between groups, while marginal correlation only revealed 2 pairs (involved in the partial correlation results). Additionally, patients showed lower correlation than controls among most of the FNC differences. Our results provide new evidences for the disconnection hypothesis in AD.
The Temporal Propagation of Intrinsic Brain Activity Associate With the Occurrence of PTSD.
Weng, Yifei; Qi, Rongfeng; Chen, Feng; Ke, Jun; Xu, Qiang; Zhong, Yuan; Chen, Lida; Li, Jianjun; Zhang, Zhiqiang; Zhang, Li; Lu, Guangming
2018-01-01
The abnormal brain activity is a pivotal condition for the occurrence of posttraumatic stress disorder. However, the dynamic time features of intrinsic brain activities still remain unclearly in PTSD patients. Our study aims to perform the resting-state lag analysis (RS-LA) method to explore potential propagated patterns of intrinsic brain activities in PTSD patients. We recruited 27 drug-naive patients with PTSD, 33 trauma-exposed controls (TEC), and 30 demographically matched healthy controls (HC) in the final data statistics. Both RS-LA and conventional voxel-wise functional connectivity strength (FCS) methods were employed on the same dataset. Then, Spearman correlation analysis was conducted on time latency values of those abnormal brain regions with the clinical assessments. Compared with HC group, the time latency patterns of PTSD patients significantly shifted toward later in posterior cingulate cortex/precuneus, middle prefrontal cortex, right angular, and left pre- and post-central cortex. The TEC group tended to have similar time latency in right angular. Additionally, significant time latency in right STG was found in PTSD group relative to TEC group. Spearman correlation analysis revealed that the time latency value of mPFC negatively correlated to the PTSD checklist-civilian version scores (PCL_C) in PTSD group ( r = -0.578, P < 0.05). Furthermore, group differences map of FCS exhibited parts of overlapping areas with that of RS-LA, however, less specificity in detecting PTSD patients. In conclusion, apparent alterations of time latency were observed in DMN and primary sensorimotor areas of PTSD patients. These findings provide us with new evidence to explain the neural pathophysiology contributing to PTSD.
[Correlation factors of 127 times pre-crisis state in patients with myasthenia gravis].
Ou, C Y; Ran, H; Qiu, L; Huang, Z D; Lin, Z Z; Deng, J; Liu, W B
2017-10-10
Objective: To investigate the clinical features of the Pre-Crisis State and analyze the correlated risk factors of Pre-Crisis State of myasthenia crisis. Methods: We included 93 patients with myasthenia gravis (MG) who experienced 127 times Pre-Crisis State between October 2007 and July 2016. Those patients were hospitalized in the MG specialize center, Department of Neurological Science, first Affiliated Hospital of Sun Yat-sen University. The information of the general situation, the clinical manifestations and the blood gas analysis in those patients were collected using our innovated clinical research form. Statistic methods were applied including descriptive analysis, univariate logistic analysis, multivariate correlation logistic analysis, etc. Results: (1)The typical features of MG Pre-Crisis State included: dyspnea (127 times, 100% not requiring intubation or non-invasive ventilation), bulbar-muscle weakness (121 times, 95.28%), the increased blood partial pressure of carbon dioxide (PCO(2)) (94 times, 85.45%), expectoration weakness (99 times, 77.95%), sleep disorders (107 times, 84.25%) and the infection (99 times, 77.95%). The occurrence of dyspnea in combination with bulbar-muscle weakness ( P =0.002) or the increased blood PCO(2) ( P =0.042) often indicated the tendency of crisis. (2) The MG symptoms which were proportion to the occurrence of crisis includes: bulbar-muscle weakness ( P =0.028), fever ( P =0.028), malnutrition ( P =0.066), complications ( P =0.071), excess oropharyngeal secretions ( P =0.005) and the increased blood PCO(2) ( P =0.007). The perioperative period of thymectomy would not increase the risk of crisis. Conclusions: Dyspnea indicates the occurrence of the Pre-Crisis State of MG. In order to significantly reduce the morbidity of myasthenia crisis, the bulbar-muscle weakness, the increased blood PCO(2), expectoration weakness, sleep disorders, infection & fever and excess oropharyngeal secretions should be treated timely.
Spectral analysis of finite-time correlation matrices near equilibrium phase transitions
NASA Astrophysics Data System (ADS)
Vinayak; Prosen, T.; Buča, B.; Seligman, T. H.
2014-10-01
We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that its eigenvalue density shows a power law that can be derived from the spatial correlations. In practice time series are short in the sense that they are either not stationary over long time intervals or not available over long time intervals. Also we usually do not have time series for all variables available. We shall make numerical simulations on a two-dimensional Ising model with the usual Metropolis algorithm as time evolution. Using all spins on a grid with periodic boundary conditions we find a power law, that is, for large grids, compatible with the analytic result. We still find a power law even if we choose a fairly small subset of grid points at random. The exponents of the power laws will be smaller under such circumstances. For very short time series leading to singular correlation matrices we use a recently developed technique to lift the degeneracy at zero in the spectrum and find a significant signature of critical behavior even in this case as compared to high temperature results which tend to those of random matrix models.
Zhang, Yeqing; Wang, Meiling; Li, Yafeng
2018-01-01
For the objective of essentially decreasing computational complexity and time consumption of signal acquisition, this paper explores a resampling strategy and variable circular correlation time strategy specific to broadband multi-frequency GNSS receivers. In broadband GNSS receivers, the resampling strategy is established to work on conventional acquisition algorithms by resampling the main lobe of received broadband signals with a much lower frequency. Variable circular correlation time is designed to adapt to different signal strength conditions and thereby increase the operation flexibility of GNSS signal acquisition. The acquisition threshold is defined as the ratio of the highest and second highest correlation results in the search space of carrier frequency and code phase. Moreover, computational complexity of signal acquisition is formulated by amounts of multiplication and summation operations in the acquisition process. Comparative experiments and performance analysis are conducted on four sets of real GPS L2C signals with different sampling frequencies. The results indicate that the resampling strategy can effectively decrease computation and time cost by nearly 90–94% with just slight loss of acquisition sensitivity. With circular correlation time varying from 10 ms to 20 ms, the time cost of signal acquisition has increased by about 2.7–5.6% per millisecond, with most satellites acquired successfully. PMID:29495301
Zhang, Yeqing; Wang, Meiling; Li, Yafeng
2018-02-24
For the objective of essentially decreasing computational complexity and time consumption of signal acquisition, this paper explores a resampling strategy and variable circular correlation time strategy specific to broadband multi-frequency GNSS receivers. In broadband GNSS receivers, the resampling strategy is established to work on conventional acquisition algorithms by resampling the main lobe of received broadband signals with a much lower frequency. Variable circular correlation time is designed to adapt to different signal strength conditions and thereby increase the operation flexibility of GNSS signal acquisition. The acquisition threshold is defined as the ratio of the highest and second highest correlation results in the search space of carrier frequency and code phase. Moreover, computational complexity of signal acquisition is formulated by amounts of multiplication and summation operations in the acquisition process. Comparative experiments and performance analysis are conducted on four sets of real GPS L2C signals with different sampling frequencies. The results indicate that the resampling strategy can effectively decrease computation and time cost by nearly 90-94% with just slight loss of acquisition sensitivity. With circular correlation time varying from 10 ms to 20 ms, the time cost of signal acquisition has increased by about 2.7-5.6% per millisecond, with most satellites acquired successfully.
Östling, Gerd; Nilsson, Peter M.
2015-01-01
Introduction Arterial stiffness is an independent risk factor for cardiovascular morbidity and can be assessed by applanation tonometry by measuring pulse wave velocity (PWV) and augmentation index (AIX) by pressure pulse wave analysis (PWA). As an inexpensive and operator independent alternative, photoelectric plethysmography (PPG) has been introduced with analysis of the digital volume pulse wave (DPA) and its second derivatives of wave reflections. Objective The objective was to investigate the repeatability of arterial stiffness parameters measured by digital pulse wave analysis (DPA) and the associations to applanation tonometry parameters. Methods and Results 112 pregnant and non-pregnant individuals of different ages and genders were examined with SphygmoCor arterial wall tonometry and Meridian DPA finger photoplethysmography. Coefficients of repeatability, Bland-Altman plots, intraclass correlation coefficients and correlations to heart rate (HR) and body height were calculated for DPA variables, and the DPA variables were compared to tonometry variables left ventricular ejection time (LVET), PWV and AIX. No DPA variable showed any systematic measurement error or excellent repeatability, but dicrotic index (DI), dicrotic dilatation index (DDI), cardiac ejection elasticity index (EEI), aging index (AI) and second derivatives of the crude pulse wave curve, b/a and e/a, showed good repeatability. Overall, the correlations to AIX were better than to PWV, with correlations coefficients >0.70 for EEI, AI and b/a. Considering the level of repeatability and the correlations to tonometry, the overall best DPA parameters were EEI, AI and b/a. The two pansystolic time parameters, ejection time compensated (ETc) by DPA and LVET by tonometry, showed a significant but weak correlation. Conclusion For estimation of the LV function, ETc, EEI and b/a are suitable, for large artery stiffness EEI, and for small arteries DI and DDI. The only global parameter, AI, showed a high repeatability and the overall best correlations with AIX and PWV. PMID:26291079
NASA Astrophysics Data System (ADS)
Abid, Fathi; Kaffel, Bilel
2018-01-01
Understanding the interrelationships of the global macro assets is crucial for global macro investing. This paper investigates the local variance and the interconnection between the stock, gold, oil, Forex and the implied volatility markets in the time/frequency domains using the wavelet methodology, including the wavelet power spectrum, the wavelet squared coherence and phase difference, the wavelet multiple correlation and cross-correlation. The univariate analysis reveals that, in some crisis periods, underlying asset markets present the same pattern in terms of the wavelet power spectrum indicating high volatility for the medium scale, and that for the other market stress periods, volatility behaves differently. Moreover, unlike the underlying asset markets, the implied volatility markets are characterized by high power regions across the entire period, even in the absence of economic events. Bivariate results show a bidirectional relationship between the underlying assets and their corresponding implied volatility indexes, and a steady co-movement between the stock index and its corresponding fear index. Multiple correlation analysis indicates a strong correlation between markets at high scales with evidence of a nearly perfect integration for a period longer than a year. In addition, the hedging strategies based on the volatility index lead to an increase in portfolio correlation. On the other hand, the results from multiple cross-correlations reveal that the lead-lag effect starts from the medium scale and that the VIX (stock market volatility index) index is the potential leader or follower of the other markets.
Wang, Y.S.; Miller, D.R.; Anderson, D.E.; Cionco, R.M.; Lin, J.D.
1992-01-01
Turbulent flow within and above an almond orchard was measured with three-dimensional wind sensors and fine-wire thermocouple sensors arranged in a horizontal array. The data showed organized turbulent structures as indicated by coherent asymmetric ramp patterns in the time series traces across the sensor array. Space-time correlation analysis indicated that velocity and temperature fluctuations were significantly correlated over a transverse distance more than 4m. Integral length scales of velocity and temperature fluctuations were substantially greater in unstable conditions than those in stable conditions. The coherence spectral analysis indicated that Davenport's geometric similarity hypothesis was satisfied in the lower frequency region. From the geometric similarity hypothesis, the spatial extents of large ramp structures were also estimated with the coherence functions.
Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes
NASA Astrophysics Data System (ADS)
Barucca, Paolo
2014-12-01
We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in qualitative agreement with some stylized facts of financial markets. Through the presented model formulas are given for the analysis of heterogeneous time series. Furthermore evidence for a localization transition in eigenvectors related to small and large eigenvalues in cross-correlations analysis of this model is found, and a simple explanation of localization phenomena in financial time series is provided. Finally we identify both in our model and in real financial data an inverted-bell effect in correlation between localized components and their local temperature: high- and low-temperature components are the most localized ones.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gong, S.; Labanca, I.; Rech, I.
2014-10-15
Fluorescence correlation spectroscopy (FCS) is a well-established technique to study binding interactions or the diffusion of fluorescently labeled biomolecules in vitro and in vivo. Fast FCS experiments require parallel data acquisition and analysis which can be achieved by exploiting a multi-channel Single Photon Avalanche Diode (SPAD) array and a corresponding multi-input correlator. This paper reports a 32-channel FPGA based correlator able to perform 32 auto/cross-correlations simultaneously over a lag-time ranging from 10 ns up to 150 ms. The correlator is included in a 32 × 1 SPAD array module, providing a compact and flexible instrument for high throughput FCS experiments.more » However, some inherent features of SPAD arrays, namely afterpulsing and optical crosstalk effects, may introduce distortions in the measurement of auto- and cross-correlation functions. We investigated these limitations to assess their impact on the module and evaluate possible workarounds.« less
NASA Technical Reports Server (NTRS)
Dec, John A.; Gasbarre, Joseph F.; George, Benjamin E.
2002-01-01
The Mars Odyssey spacecraft made use of multipass aerobraking to gradually reduce its orbit period from a highly elliptical insertion orbit to its final science orbit. Aerobraking operations provided an opportunity to apply advanced thermal analysis techniques to predict the temperature of the spacecraft's solar array for each drag pass. Odyssey telemetry data was used to correlate the thermal model. The thermal analysis was tightly coupled to the flight mechanics, aerodynamics, and atmospheric modeling efforts being performed during operations. Specifically, the thermal analysis predictions required a calculation of the spacecraft's velocity relative to the atmosphere, a prediction of the atmospheric density, and a prediction of the heat transfer coefficients due to aerodynamic heating. Temperature correlations were performed by comparing predicted temperatures of the thermocouples to the actual thermocouple readings from the spacecraft. Time histories of the spacecraft relative velocity, atmospheric density, and heat transfer coefficients, calculated using flight accelerometer and quaternion data, were used to calculate the aerodynamic heating. During aerobraking operations, the correlations were used to continually update the thermal model, thus increasing confidence in the predictions. This paper describes the thermal analysis that was performed and presents the correlations to the flight data.
Nikam, Lalita H; Gadkari, Jayshree V
2012-01-01
The effect of Age. Gender and Body Mass Index (BMI) on the Visual (VRT) and Auditory reaction time (ART) was studied in 30 males and 30 females in the age group of 18-20 years along with 30 males and 30 females in the age group of 65-75 years. Statistical analysis of the data by one-way ANOVA and post-hoc by Tukey-HSD test showed that BMI, VRT and ART were significantly higher in old than young individuals. Females had higher BMI and longer reaction times than males. There was significant positive correlation between BMI and reaction times (VRT and ART) in both males and females by Pearson correlation analysis. Older individuals should be more careful and vigilant about the injuries and falls due to increased reaction time. Longer reaction times and higher BMI in females could be attributed to fluid and salt retention due to female sex hormones affecting sensorimotor co-ordination.
NASA Astrophysics Data System (ADS)
Eleftheriou, Alexander; Filizzola, Carolina; Genzano, Nicola; Lacava, Teodosio; Lisi, Mariano; Paciello, Rossana; Pergola, Nicola; Vallianatos, Filippos; Tramutoli, Valerio
2016-01-01
Real-time integration of multi-parametric observations is expected to accelerate the process toward improved, and operationally more effective, systems for time-Dependent Assessment of Seismic Hazard (t-DASH) and earthquake short-term (from days to weeks) forecast. However, a very preliminary step in this direction is the identification of those parameters (chemical, physical, biological, etc.) whose anomalous variations can be, to some extent, associated with the complex process of preparation for major earthquakes. In this paper one of these parameters (the Earth's emitted radiation in the Thermal InfraRed spectral region) is considered for its possible correlation with M ≥ 4 earthquakes occurred in Greece in between 2004 and 2013. The Robust Satellite Technique (RST) data analysis approach and Robust Estimator of TIR Anomalies (RETIRA) index were used to preliminarily define, and then to identify, significant sequences of TIR anomalies (SSTAs) in 10 years (2004-2013) of daily TIR images acquired by the Spinning Enhanced Visible and Infrared Imager on board the Meteosat Second Generation satellite. Taking into account the physical models proposed for justifying the existence of a correlation among TIR anomalies and earthquake occurrences, specific validation rules (in line with the ones used by the Collaboratory for the Study of Earthquake Predictability—CSEP—Project) have been defined to drive a retrospective correlation analysis process. The analysis shows that more than 93 % of all identified SSTAs occur in the prefixed space-time window around ( M ≥ 4) earthquake's time and location of occurrence with a false positive rate smaller than 7 %. Molchan error diagram analysis shows that such a correlation is far to be achievable by chance notwithstanding the huge amount of missed events due to frequent space/time data gaps produced by the presence of clouds over the scene. Achieved results, and particularly the very low rate of false positives registered on a so long testing period, seems already sufficient (at least) to qualify TIR anomalies (identified by RST approach and RETIRA index) among the parameters to be considered in the framework of a multi-parametric approach to t-DASH.
NASA Astrophysics Data System (ADS)
Roberts, Peter M.
The purpose of this study was to examine white noise effects of U.S. crude oil spot prices on the stock prices of a green energy company. Epistemological, Phenomenological, Axiological and Ontological assumptions of Green Energy Management (GEM) Theory were utilized for selecting Air Products and Chemicals Inc. (APD) as the case study. Exxon Mobil (XOM) was used as a control for triangulation purposes. The period of time examined was between January of 1999 and December of 2008. Monthly stock prices for APD and XOM for the ten year period of time were collected from the New York Stock Exchange. Monthly U.S. crude oil spot prices for the ten year period of time were collected from the US Energy Information Administration. The data was entered into SPSS 17.0 software in order to conduct cross-correlation analysis. The six cross-correlation assumptions were satisfied in order to conduct a Cross-correlation Mirror Test (CCMT). The CCMT established the lag time direction and verified that U.S. crude oil spot prices serve as white noise for stock prices of APD and XOM. The Theory of Relative Weakness was employed in order to analyze the results. A 2 year period of time between December, 2006 and December, 2008 was examined. The correlation coefficient r = - .155 indicates that U.S. crude oil spot prices lead APD stock prices by 4 months. During the same 2 year period of time, U.S. crude oil spot prices lead XOM stock prices by 4 months at r = -.283. XOM stock prices and APD stock prices were positively correlated with 0 lag in time with a positive r = .566. The 4 month cycle was an exact match between APD stock prices, XOM stock prices and U.S. crude oil spot prices. The 4 month cycle was due to the random price fluctuation of U.S. crude oil spot prices that obscured the true stock prices of APD and XOM for the 2 year period of time.
Pedersen, Mangor; Omidvarnia, Amir; Zalesky, Andrew; Jackson, Graeme D
2018-06-08
Correlation-based sliding window analysis (CSWA) is the most commonly used method to estimate time-resolved functional MRI (fMRI) connectivity. However, instantaneous phase synchrony analysis (IPSA) is gaining popularity mainly because it offers single time-point resolution of time-resolved fMRI connectivity. We aim to provide a systematic comparison between these two approaches, on both temporal and topological levels. For this purpose, we used resting-state fMRI data from two separate cohorts with different temporal resolutions (45 healthy subjects from Human Connectome Project fMRI data with repetition time of 0.72 s and 25 healthy subjects from a separate validation fMRI dataset with a repetition time of 3 s). For time-resolved functional connectivity analysis, we calculated tapered CSWA over a wide range of different window lengths that were temporally and topologically compared to IPSA. We found a strong association in connectivity dynamics between IPSA and CSWA when considering the absolute values of CSWA. The association between CSWA and IPSA was stronger for a window length of ∼20 s (shorter than filtered fMRI wavelength) than ∼100 s (longer than filtered fMRI wavelength), irrespective of the sampling rate of the underlying fMRI data. Narrow-band filtering of fMRI data (0.03-0.07 Hz) yielded a stronger relationship between IPSA and CSWA than wider-band (0.01-0.1 Hz). On a topological level, time-averaged IPSA and CSWA nodes were non-linearly correlated for both short (∼20 s) and long (∼100 s) windows, mainly because nodes with strong negative correlations (CSWA) displayed high phase synchrony (IPSA). IPSA and CSWA were anatomically similar in the default mode network, sensory cortex, insula and cerebellum. Our results suggest that IPSA and CSWA provide comparable characterizations of time-resolved fMRI connectivity for appropriately chosen window lengths. Although IPSA requires narrow-band fMRI filtering, we recommend the use of IPSA given that it does not mandate a (semi-)arbitrary choice of window length and window overlap. A code for calculating IPSA is provided. Copyright © 2018. Published by Elsevier Inc.
A Quantitative Assessment of Student Performance and Examination Format
ERIC Educational Resources Information Center
Davison, Christopher B.; Dustova, Gandzhina
2017-01-01
This research study describes the correlations between student performance and examination format in a higher education teaching and research institution. The researchers employed a quantitative, correlational methodology utilizing linear regression analysis. The data was obtained from undergraduate student test scores over a three-year time span.…
NASA Astrophysics Data System (ADS)
Woldesellasse, H. T.; Marpu, P. R.; Ouarda, T.
2016-12-01
Wind is one of the crucial renewable energy sources which is expected to bring solutions to the challenges of clean energy and the global issue of climate change. A number of linear and nonlinear multivariate techniques has been used to predict the stochastic character of wind speed. A wind forecast with good accuracy has a positive impact on the reduction of electricity system cost and is essential for the effective grid management. Over the past years, few studies have been done on the assessment of teleconnections and its possible effects on the long-term wind speed variability in the UAE region. In this study Nonlinear Canonical Correlation Analysis (NLCCA) method is applied to study the relationship between global climate oscillation indices and meteorological variables, with a major emphasis on wind speed and wind direction, of Abu Dhabi, UAE. The wind dataset was obtained from six ground stations. The first mode of NLCCA is capable of capturing the nonlinear mode of the climate indices at different seasons, showing the symmetry between the warm states and the cool states. The strength of the nonlinear canonical correlation between the two sets of variables varies with the lead/lag time. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE) and Mean absolute error (MAE). The results indicated that NLCCA models provide more accurate information about the nonlinear intrinsic behaviour of the dataset of variables than linear CCA model in terms of the correlation and root mean square error. Key words: Nonlinear Canonical Correlation Analysis (NLCCA), Canonical Correlation Analysis, Neural Network, Climate Indices, wind speed, wind direction
Perinetti, Giuseppe; Westphalen, Graziela H; Biasotto, Matteo; Salgarello, Stefano; Contardo, Luca
2013-05-23
The present meta-analysis initially evaluates the reliability of dental maturation in the identification of the circumpubertal growth phases, essentially for determining treatment timing in orthodontics. A literature survey was performed using the Medline, LILACS and SciELO databases, and the Cochrane Library (2000 to 2011). Studies of the correlation between dental and cervical vertebral maturation methods were considered. The mandibular canine, the first and second premolars, and the second molar were investigated. After the selection, six articles qualified for the final analysis. The overall correlation coefficients were all significant, ranging from 0.57 to 0.73. Five of these studies suggested the use of dental maturation as an indicator of the growth phase. However, the diagnostic performance analysis uncovered limited reliability only for the identification of the pre-pubertal growth phase. The determination of dental maturity for the assessment of treatment timing in orthodontics is not recommended.
Co-occurrence correlations of heavy metals in sediments revealed using network analysis.
Liu, Lili; Wang, Zhiping; Ju, Feng; Zhang, Tong
2015-01-01
In this study, the correlation-based study was used to identify the co-occurrence correlations among metals in marine sediment of Hong Kong, based on the long-term (from 1991 to 2011) temporal and spatial monitoring data. 14 stations out of the total 45 marine sediment monitoring stations were selected from three representative areas, including Deep Bay, Victoria Harbour and Mirs Bay. Firstly, Spearman's rank correlation-based network analysis was conducted as the first step to identify the co-occurrence correlations of metals from raw metadata, and then for further analysis using the normalized metadata. The correlations patterns obtained by network were consistent with those obtained by the other statistic normalization methods, including annual ratios, R-squared coefficient and Pearson correlation coefficient. Both Deep Bay and Victoria Harbour have been polluted by heavy metals, especially for Pb and Cu, which showed strong co-occurrence with other heavy metals (e.g. Cr, Ni, Zn and etc.) and little correlations with the reference parameters (Fe or Al). For Mirs Bay, which has better marine sediment quality compared with Deep Bay and Victoria Harbour, the co-occurrence patterns revealed by network analysis indicated that the metals in sediment dominantly followed the natural geography process. Besides the wide applications in biology, sociology and informatics, it is the first time to apply network analysis in the researches of environment pollutions. This study demonstrated its powerful application for revealing the co-occurrence correlations among heavy metals in marine sediments, which could be further applied for other pollutants in various environment systems. Copyright © 2014 Elsevier Ltd. All rights reserved.
Okumura, Kenichi; Slorach, Cameron; Mroczek, Dariusz; Dragulescu, Andreea; Mertens, Luc; Redington, Andrew N; Friedberg, Mark K
2014-05-01
Right ventricular diastolic dysfunction influences outcomes in pulmonary arterial hypertension (PAH), but echocardiographic parameters have not been investigated in relation to invasive reference standards in pediatric PAH. We investigated echocardiographic parameters of right ventricular diastolic function in children with PAH in relation to simultaneously measured invasive reference measures. We prospectively recruited children undergoing a clinically indicated cardiac catheterization for evaluation of PAH and pulmonary vasoreactivity testing. Echocardiography was performed simultaneously with invasive reference measurements by high-fidelity micromanometer catheter. For analysis, patients were divided into shunt and nonshunt groups. Sixteen children were studied. In the group as a whole, significant correlations were found among τ and tricuspid deceleration time, E', E/E', TimeE-E', A wave velocity, and global early and late diastolic strain rate. dp/dt minimum correlated significantly with late diastolic tricuspid annular velocity (A'), tissue Doppler imaging-derived systolic:diastolic duration ratio, and global late diastolic strain rate. End-diastolic pressure correlated significantly with tissue Doppler imaging-derived systolic:diastolic duration ratio. On multivariate analysis, tricuspid deceleration time, TimeE-E', and global early diastolic strain rate were independent predictors of τ, whereas tissue Doppler imaging-derived systolic:diastolic duration ratio was an independent predictor of dp/dt minimum. In general, correlations between echocardiographic and invasive parameters were better in the shunt group than in the nonshunt group. Echocardiography correlates with invasive reference measures of right ventricular diastolic function in children with PAH, although it does not differentiate between early versus late diastolic abnormalities. Newer echocardiographic techniques may have added value to assess right ventricular diastolic dysfunction in this population. © 2014 American Heart Association, Inc.
Abbate, G M; Borghi, D; Passi, A; Levrini, L
2014-03-01
Evaluate the correlations between unstimulated salivary flow, pH and level of S. mutans, analysed through real time PCR, in caries-free and caries-active children. Thirty healthy children were divided into 2 groups: test group (DMFT/dmft ≥ 3 and at least 1 active caries lesion) and control group (DMFT/dmft=0). Un-stimulated saliva was collected, pH was measured and S. mutans and total bacterial amount were evaluated with real-time PCR analysis. Unstimulated salivary flow in the test group was significantly lower (p = 0.0269) compared to group control. The level of S. mutans was higher in the test group (p = 0.176), and an inverse correlation was recorded between total bacterial amount and un-stimulated salivary flow (p = 0.063). In the control group a positive relationship was found between total bacterial amount and S. mutans (p = 0.045) and an inverse correlation between pH and S. mutans (p = 0.088). A t-test and a linear regression analysis were performed. A higher salivary flow and an increased salivary pH seem to represent protective factors against caries in children, while high levels of S. mutans are correlated with caries active lesions. Caries risk assessment should be performed considering all parameters involved in the development of the disease.
File Usage Analysis and Resource Usage Prediction: a Measurement-Based Study. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Devarakonda, Murthy V.-S.
1987-01-01
A probabilistic scheme was developed to predict process resource usage in UNIX. Given the identity of the program being run, the scheme predicts CPU time, file I/O, and memory requirements of a process at the beginning of its life. The scheme uses a state-transition model of the program's resource usage in its past executions for prediction. The states of the model are the resource regions obtained from an off-line cluster analysis of processes run on the system. The proposed method is shown to work on data collected from a VAX 11/780 running 4.3 BSD UNIX. The results show that the predicted values correlate well with the actual. The coefficient of correlation between the predicted and actual values of CPU time is 0.84. Errors in prediction are mostly small. Some 82% of errors in CPU time prediction are less than 0.5 standard deviations of process CPU time.
Delay differential analysis of time series.
Lainscsek, Claudia; Sejnowski, Terrence J
2015-03-01
Nonlinear dynamical system analysis based on embedding theory has been used for modeling and prediction, but it also has applications to signal detection and classification of time series. An embedding creates a multidimensional geometrical object from a single time series. Traditionally either delay or derivative embeddings have been used. The delay embedding is composed of delayed versions of the signal, and the derivative embedding is composed of successive derivatives of the signal. The delay embedding has been extended to nonuniform embeddings to take multiple timescales into account. Both embeddings provide information on the underlying dynamical system without having direct access to all the system variables. Delay differential analysis is based on functional embeddings, a combination of the derivative embedding with nonuniform delay embeddings. Small delay differential equation (DDE) models that best represent relevant dynamic features of time series data are selected from a pool of candidate models for detection or classification. We show that the properties of DDEs support spectral analysis in the time domain where nonlinear correlation functions are used to detect frequencies, frequency and phase couplings, and bispectra. These can be efficiently computed with short time windows and are robust to noise. For frequency analysis, this framework is a multivariate extension of discrete Fourier transform (DFT), and for higher-order spectra, it is a linear and multivariate alternative to multidimensional fast Fourier transform of multidimensional correlations. This method can be applied to short or sparse time series and can be extended to cross-trial and cross-channel spectra if multiple short data segments of the same experiment are available. Together, this time-domain toolbox provides higher temporal resolution, increased frequency and phase coupling information, and it allows an easy and straightforward implementation of higher-order spectra across time compared with frequency-based methods such as the DFT and cross-spectral analysis.
Analysis of the correlation dimension for inertial particles
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gustavsson, Kristian; Department of Physics, Göteborg University, 41296 Gothenburg; Mehlig, Bernhard
2015-07-15
We obtain an implicit equation for the correlation dimension which describes clustering of inertial particles in a complex flow onto a fractal measure. Our general equation involves a propagator of a nonlinear stochastic process in which the velocity gradient of the fluid appears as additive noise. When the long-time limit of the propagator is considered our equation reduces to an existing large-deviation formalism from which it is difficult to extract concrete results. In the short-time limit, however, our equation reduces to a solvability condition on a partial differential equation. In the case where the inertial particles are much denser thanmore » the fluid, we show how this approach leads to a perturbative expansion of the correlation dimension, for which the coefficients can be obtained exactly and in principle to any order. We derive the perturbation series for the correlation dimension of inertial particles suspended in three-dimensional spatially smooth random flows with white-noise time correlations, obtaining the first 33 non-zero coefficients exactly.« less
Statistical characteristics of the sequential detection of signals in correlated noise
NASA Astrophysics Data System (ADS)
Averochkin, V. A.; Baranov, P. E.
1985-10-01
A solution is given to the problem of determining the distribution of the duration of the sequential two-threshold Wald rule for the time-discrete detection of determinate and Gaussian correlated signals on a background of Gaussian correlated noise. Expressions are obtained for the joint probability densities of the likelihood ratio logarithms, and an analysis is made of the effect of correlation and SNR on the duration distribution and the detection efficiency. Comparison is made with Neumann-Pearson detection.
Accurate Structural Correlations from Maximum Likelihood Superpositions
Theobald, Douglas L; Wuttke, Deborah S
2008-01-01
The cores of globular proteins are densely packed, resulting in complicated networks of structural interactions. These interactions in turn give rise to dynamic structural correlations over a wide range of time scales. Accurate analysis of these complex correlations is crucial for understanding biomolecular mechanisms and for relating structure to function. Here we report a highly accurate technique for inferring the major modes of structural correlation in macromolecules using likelihood-based statistical analysis of sets of structures. This method is generally applicable to any ensemble of related molecules, including families of nuclear magnetic resonance (NMR) models, different crystal forms of a protein, and structural alignments of homologous proteins, as well as molecular dynamics trajectories. Dominant modes of structural correlation are determined using principal components analysis (PCA) of the maximum likelihood estimate of the correlation matrix. The correlations we identify are inherently independent of the statistical uncertainty and dynamic heterogeneity associated with the structural coordinates. We additionally present an easily interpretable method (“PCA plots”) for displaying these positional correlations by color-coding them onto a macromolecular structure. Maximum likelihood PCA of structural superpositions, and the structural PCA plots that illustrate the results, will facilitate the accurate determination of dynamic structural correlations analyzed in diverse fields of structural biology. PMID:18282091
Fone, David L; Christie, Stephen; Lester, Nathan
2006-04-13
Assessment of the spatial accessibility of hospital accident and emergency departments as perceived by local residents has not previously been investigated. Perceived accessibility may affect where, when, and whether potential patients attend for treatment. Using data on 11,853 respondents to a population survey in Caerphilly county borough, Wales, UK, we present an analysis comparing the accessibility of accident and emergency departments as reported by local residents and drive-time to the nearest accident and emergency department modelled using a geographical information system (GIS). Median drive-times were significantly shorter in the lowest perceived access category and longer in the best perceived access category (p < 0.001). The perceived access and GIS modelled drive-time variables were positively correlated (Spearman's rank correlation coefficient, r = 0.38, p < 0.01). The strongest correlation was found for respondents living in areas in which nearly all households had a car or van (r = 0.47, p < 0.01). Correlations were stronger among respondents reporting good access to public transport and among those reporting a recent accident and emergency attendance for injury treatment compared to other respondents. Correlation coefficients did not vary substantially by levels of household income. Drive-time, road distance and straight-line distance were highly inter-correlated and substituting road distance or straight-line distance as the GIS modelled spatial accessibility measure only marginally decreased the magnitude of the correlations between perceived and GIS modelled access. This study provides evidence that the accessibility of hospital-based health care services as perceived by local residents is related to measures of spatial accessibility modelled using GIS. For studies that aim to model geographical separation in a way that correlates well with the perception of local residents, there may be minimal advantage in using sophisticated measures. Straight-line distance, which can be calculated without GIS, may be as good as GIS-modelled drive-time or distance for this purpose. These findings will be of importance to health policy makers and local planners who seek to obtain local information on access to services through focussed assessments of residents' concerns over accessibility and GIS modelling.
NASA Astrophysics Data System (ADS)
Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley, H. Eugene
2011-04-01
We propose a modified time lag random matrix theory in order to study time-lag cross correlations in multiple time series. We apply the method to 48 world indices, one for each of 48 different countries. We find long-range power-law cross correlations in the absolute values of returns that quantify risk, and find that they decay much more slowly than cross correlations between the returns. The magnitude of the cross correlations constitutes “bad news” for international investment managers who may believe that risk is reduced by diversifying across countries. We find that when a market shock is transmitted around the world, the risk decays very slowly. We explain these time-lag cross correlations by introducing a global factor model (GFM) in which all index returns fluctuate in response to a single global factor. For each pair of individual time series of returns, the cross correlations between returns (or magnitudes) can be modeled with the autocorrelations of the global factor returns (or magnitudes). We estimate the global factor using principal component analysis, which minimizes the variance of the residuals after removing the global trend. Using random matrix theory, a significant fraction of the world index cross correlations can be explained by the global factor, which supports the utility of the GFM. We demonstrate applications of the GFM in forecasting risks at the world level, and in finding uncorrelated individual indices. We find ten indices that are practically uncorrelated with the global factor and with the remainder of the world indices, which is relevant information for world managers in reducing their portfolio risk. Finally, we argue that this general method can be applied to a wide range of phenomena in which time series are measured, ranging from seismology and physiology to atmospheric geophysics.
Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley, H Eugene
2011-04-01
We propose a modified time lag random matrix theory in order to study time-lag cross correlations in multiple time series. We apply the method to 48 world indices, one for each of 48 different countries. We find long-range power-law cross correlations in the absolute values of returns that quantify risk, and find that they decay much more slowly than cross correlations between the returns. The magnitude of the cross correlations constitutes "bad news" for international investment managers who may believe that risk is reduced by diversifying across countries. We find that when a market shock is transmitted around the world, the risk decays very slowly. We explain these time-lag cross correlations by introducing a global factor model (GFM) in which all index returns fluctuate in response to a single global factor. For each pair of individual time series of returns, the cross correlations between returns (or magnitudes) can be modeled with the autocorrelations of the global factor returns (or magnitudes). We estimate the global factor using principal component analysis, which minimizes the variance of the residuals after removing the global trend. Using random matrix theory, a significant fraction of the world index cross correlations can be explained by the global factor, which supports the utility of the GFM. We demonstrate applications of the GFM in forecasting risks at the world level, and in finding uncorrelated individual indices. We find ten indices that are practically uncorrelated with the global factor and with the remainder of the world indices, which is relevant information for world managers in reducing their portfolio risk. Finally, we argue that this general method can be applied to a wide range of phenomena in which time series are measured, ranging from seismology and physiology to atmospheric geophysics.
Van Rossom, Sam; Smith, Colin Robert; Zevenbergen, Lianne; Thelen, Darryl Gerard; Vanwanseele, Benedicte; Van Assche, Dieter; Jonkers, Ilse
2017-01-01
Cartilage is responsive to the loading imposed during cyclic routine activities. However, the local relation between cartilage in terms of thickness distribution and biochemical composition and the local contact pressure during walking has not been established. The objective of this study was to evaluate the relation between cartilage thickness, proteoglycan and collagen concentration in the knee joint and knee loading in terms of contact forces and pressure during walking. 3D gait analysis and MRI (3D-FSE, T1ρ relaxation time and T2 relaxation time sequence) of fifteen healthy subjects were acquired. Experimental gait data was processed using musculoskeletal modeling to calculate the contact forces, impulses and pressure distribution in the tibiofemoral joint. Correlates to local cartilage thickness and mean T1ρ and T2 relaxation times of the weight-bearing area of the femoral condyles were examined. Local thickness was significantly correlated with local pressure: medial thickness was correlated with medial condyle contact pressure and contact force, and lateral condyle thickness was correlated with lateral condyle contact pressure and contact force during stance. Furthermore, average T1ρ and T2 relaxation time correlated significantly with the peak contact forces and impulses. Increased T1ρ relaxation time correlated with increased shear loading, decreased T1ρ and T2 relaxation time correlated with increased compressive forces and pressures. Thicker cartilage was correlated with higher condylar loading during walking, suggesting that cartilage thickness is increased in those areas experiencing higher loading during a cyclic activity such as gait. Furthermore, the proteoglycan and collagen concentration and orientation derived from T1ρ and T2 relaxation measures were related to loading. PMID:28076431
The Impact of Nature Experience on Willingness to Support Conservation
Zaradic, Patricia A.; Pergams, Oliver R. W.; Kareiva, Peter
2009-01-01
We hypothesized that willingness to financially support conservation depends on one's experience with nature. In order to test this hypothesis, we used a novel time-lagged correlation analysis to look at times series data concerning nature participation, and evaluate its relationship with future conservation support (measured as contributions to conservation NGOs). Our results suggest that the type and timing of nature experience may determine future conservation investment. Time spent hiking or backpacking is correlated with increased conservation contributions 11–12 years later. On the other hand, contributions are negatively correlated with past time spent on activities such as public lands visitation or fishing. Our results suggest that each hiker or backpacker translates to $200–$300 annually in future NGO contributions. We project that the recent decline in popularity of hiking and backpacking will negatively impact conservation NGO contributions from approximately 2010–2011 through at least 2018. PMID:19809511
Del Sorbo, Maria Rosaria; Balzano, Walter; Donato, Michele; Draghici, Sorin
2013-11-01
Differential expression of genes detected with the analysis of high throughput genomic experiments is a commonly used intermediate step for the identification of signaling pathways involved in the response to different biological conditions. The impact analysis was the first approach for the analysis of signaling pathways involved in a certain biological process that was able to take into account not only the magnitude of the expression change of the genes but also the topology of signaling pathways including the type of each interactions between the genes. In the impact analysis, signaling pathways are represented as weighted directed graphs with genes as nodes and the interactions between genes as edges. Edges weights are represented by a β factor, the regulatory efficiency, which is assumed to be equal to 1 in inductive interactions between genes and equal to -1 in repressive interactions. This study presents a similarity analysis between gene expression time series aimed to find correspondences with the regulatory efficiency, i.e. the β factor as found in a widely used pathway database. Here, we focused on correlations among genes directly connected in signaling pathways, assuming that the expression variations of upstream genes impact immediately downstream genes in a short time interval and without significant influences by the interactions with other genes. Time series were processed using three different similarity metrics. The first metric is based on the bit string matching; the second one is a specific application of the Dynamic Time Warping to detect similarities even in presence of stretching and delays; the third one is a quantitative comparative analysis resulting by an evaluation of frequency domain representation of time series: the similarity metric is the correlation between dominant spectral components. These three approaches are tested on real data and pathways, and a comparison is performed using Information Retrieval benchmark tools, indicating the frequency approach as the best similarity metric among the three, for its ability to detect the correlation based on the correspondence of the most significant frequency components. Copyright © 2013. Published by Elsevier Ireland Ltd.
Barker, Leland A; Harry, John R; Mercer, John A
2018-01-01
Barker, LA, Harry, JR, and Mercer, JA. Relationships between countermovement jump ground reaction forces and jump height, reactive strength index, and jump time. J Strength Cond Res 32(1): 248-254, 2018-The purpose of this study was to determine the relationship between ground reaction force (GRF) variables to jump height, jump time, and the reactive strength index (RSI). Twenty-six, Division-I, male, soccer players performed 3 maximum effort countermovement jumps (CMJs) on a dual-force platform system that measured 3-dimensional kinetic data. The trial producing peak jump height was used for analysis. Vertical GRF (Fz) variables were divided into unloading, eccentric, amortization, and concentric phases and correlated with jump height, RSI (RSI = jump height/jump time), and jump time (from start to takeoff). Significant correlations were observed between jump height and RSI, concentric kinetic energy, peak power, concentric work, and concentric displacement. Significant correlations were observed between RSI and jump time, peak power, unload Fz, eccentric work, eccentric rate of force development (RFD), amortization Fz, amortization time, second Fz peak, average concentric Fz, and concentric displacement. Significant correlations were observed between jump time and unload Fz, eccentric work, eccentric RFD, amortization Fz, amortization time, average concentric Fz, and concentric work. In conclusion, jump height correlated with variables derived from the concentric phase only (work, power, and displacement), whereas Fz variables from the unloading, eccentric, amortization, and concentric phases correlated highly with RSI and jump time. These observations demonstrate the importance of countermovement Fz characteristics for time-sensitive CMJ performance measures. Researchers and practitioners should include RSI and jump time with jump height to improve their assessment of jump performance.
Single molecule force spectroscopy at high data acquisition: A Bayesian nonparametric analysis
NASA Astrophysics Data System (ADS)
Sgouralis, Ioannis; Whitmore, Miles; Lapidus, Lisa; Comstock, Matthew J.; Pressé, Steve
2018-03-01
Bayesian nonparametrics (BNPs) are poised to have a deep impact in the analysis of single molecule data as they provide posterior probabilities over entire models consistent with the supplied data, not just model parameters of one preferred model. Thus they provide an elegant and rigorous solution to the difficult problem encountered when selecting an appropriate candidate model. Nevertheless, BNPs' flexibility to learn models and their associated parameters from experimental data is a double-edged sword. Most importantly, BNPs are prone to increasing the complexity of the estimated models due to artifactual features present in time traces. Thus, because of experimental challenges unique to single molecule methods, naive application of available BNP tools is not possible. Here we consider traces with time correlations and, as a specific example, we deal with force spectroscopy traces collected at high acquisition rates. While high acquisition rates are required in order to capture dwells in short-lived molecular states, in this setup, a slow response of the optical trap instrumentation (i.e., trapped beads, ambient fluid, and tethering handles) distorts the molecular signals introducing time correlations into the data that may be misinterpreted as true states by naive BNPs. Our adaptation of BNP tools explicitly takes into consideration these response dynamics, in addition to drift and noise, and makes unsupervised time series analysis of correlated single molecule force spectroscopy measurements possible, even at acquisition rates similar to or below the trap's response times.
Glerean, Enrico; Salmi, Juha; Lahnakoski, Juha M; Jääskeläinen, Iiro P; Sams, Mikko
2012-01-01
Functional brain activity and connectivity have been studied by calculating intersubject and seed-based correlations of hemodynamic data acquired with functional magnetic resonance imaging (fMRI). To inspect temporal dynamics, these correlation measures have been calculated over sliding time windows with necessary restrictions on the length of the temporal window that compromises the temporal resolution. Here, we show that it is possible to increase temporal resolution by using instantaneous phase synchronization (PS) as a measure of dynamic (time-varying) functional connectivity. We applied PS on an fMRI dataset obtained while 12 healthy volunteers watched a feature film. Narrow frequency band (0.04-0.07 Hz) was used in the PS analysis to avoid artifactual results. We defined three metrics for computing time-varying functional connectivity and time-varying intersubject reliability based on estimation of instantaneous PS across the subjects: (1) seed-based PS, (2) intersubject PS, and (3) intersubject seed-based PS. Our findings show that these PS-based metrics yield results consistent with both seed-based correlation and intersubject correlation methods when inspected over the whole time series, but provide an important advantage of maximal single-TR temporal resolution. These metrics can be applied both in studies with complex naturalistic stimuli (e.g., watching a movie or listening to music in the MRI scanner) and more controlled (e.g., event-related or blocked design) paradigms. A MATLAB toolbox FUNPSY ( http://becs.aalto.fi/bml/software.html ) is openly available for using these metrics in fMRI data analysis.
Research on criticality analysis method of CNC machine tools components under fault rate correlation
NASA Astrophysics Data System (ADS)
Gui-xiang, Shen; Xian-zhuo, Zhao; Zhang, Ying-zhi; Chen-yu, Han
2018-02-01
In order to determine the key components of CNC machine tools under fault rate correlation, a system component criticality analysis method is proposed. Based on the fault mechanism analysis, the component fault relation is determined, and the adjacency matrix is introduced to describe it. Then, the fault structure relation is hierarchical by using the interpretive structure model (ISM). Assuming that the impact of the fault obeys the Markov process, the fault association matrix is described and transformed, and the Pagerank algorithm is used to determine the relative influence values, combined component fault rate under time correlation can obtain comprehensive fault rate. Based on the fault mode frequency and fault influence, the criticality of the components under the fault rate correlation is determined, and the key components are determined to provide the correct basis for equationting the reliability assurance measures. Finally, taking machining centers as an example, the effectiveness of the method is verified.
Nonlinear Analysis of Time Series in Genome-Wide Linkage Disequilibrium Data
NASA Astrophysics Data System (ADS)
Hernández-Lemus, Enrique; Estrada-Gil, Jesús K.; Silva-Zolezzi, Irma; Fernández-López, J. Carlos; Hidalgo-Miranda, Alfredo; Jiménez-Sánchez, Gerardo
2008-02-01
The statistical study of large scale genomic data has turned out to be a very important tool in population genetics. Quantitative methods are essential to understand and implement association studies in the biomedical and health sciences. Nevertheless, the characterization of recently admixed populations has been an elusive problem due to the presence of a number of complex phenomena. For example, linkage disequilibrium structures are thought to be more complex than their non-recently admixed population counterparts, presenting the so-called ancestry blocks, admixed regions that are not yet smoothed by the effect of genetic recombination. In order to distinguish characteristic features for various populations we have implemented several methods, some of them borrowed or adapted from the analysis of nonlinear time series in statistical physics and quantitative physiology. We calculate the main fractal dimensions (Kolmogorov's capacity, information dimension and correlation dimension, usually named, D0, D1 and D2). We also have made detrended fluctuation analysis and information based similarity index calculations for the probability distribution of correlations of linkage disequilibrium coefficient of six recently admixed (mestizo) populations within the Mexican Genome Diversity Project [1] and for the non-recently admixed populations in the International HapMap Project [2]. Nonlinear correlations showed up as a consequence of internal structure within the haplotype distributions. The analysis of these correlations as well as the scope and limitations of these procedures within the biomedical sciences are discussed.
NASA Astrophysics Data System (ADS)
Sharma, Disha; Miller, Ron L.
2017-10-01
Dust influences the Indian summer monsoon on seasonal time scales by perturbing atmospheric radiation. On weekly time scales, aerosol optical depth retrieved by satellite over the Arabian Sea is correlated with Indian monsoon precipitation. This has been interpreted to show the effect of dust radiative heating on Indian rainfall on synoptic (few-day) time scales. However, this correlation is reproduced by Earth System Model simulations, where dust is present but its radiative effect is omitted. Analysis of daily variability suggests that the correlation results from the effect of precipitation on dust through the associated cyclonic circulation. Boundary layer winds that deliver moisture to India are responsible for dust outbreaks in source regions far upwind, including the Arabian Peninsula. This suggests that synoptic variations in monsoon precipitation over India enhance dust emission and transport to the Arabian Sea. The effect of dust radiative heating upon synoptic monsoon variations remains to be determined.
Solar generated quasi-biennial geomagnetic variation
NASA Technical Reports Server (NTRS)
Sugiura, M.; Poros, D. J.
1977-01-01
The existence of highly correlated quasi-biennial variations in the geomagnetic field and in solar activity is demonstrated. The analysis uses a numerical filter technique applied to monthly averages of the geomagnetic horizontal component and of the Zurich relative sunspot number. Striking correlations are found between the quasi-biennial geomagnetic variations determined from several magnetic observatories located at widely different longitudes, indicating a worldwide nature of the obtained variation. The correlation coefficient between the filtered Dst index and the filtered relative sunspot number is found to be -0.79 at confidence level greater than 99% with a time-lag of 4 months, with solar activity preceding the Dst variation. The correlation between the unfiltered data of Dst and of the sunspot number is also high with a similar time-lag. Such a timelag has not been discussed in the literature, and a further study is required to establish the mode of sun-earth relationship that gives this time delay.
Fetterhoff, Dustin; Opris, Ioan; Simpson, Sean L.; Deadwyler, Sam A.; Hampson, Robert E.; Kraft, Robert A.
2014-01-01
Background Multifractal analysis quantifies the time-scale-invariant properties in data by describing the structure of variability over time. By applying this analysis to hippocampal interspike interval sequences recorded during performance of a working memory task, a measure of long-range temporal correlations and multifractal dynamics can reveal single neuron correlates of information processing. New method Wavelet leaders-based multifractal analysis (WLMA) was applied to hippocampal interspike intervals recorded during a working memory task. WLMA can be used to identify neurons likely to exhibit information processing relevant to operation of brain–computer interfaces and nonlinear neuronal models. Results Neurons involved in memory processing (“Functional Cell Types” or FCTs) showed a greater degree of multifractal firing properties than neurons without task-relevant firing characteristics. In addition, previously unidentified FCTs were revealed because multifractal analysis suggested further functional classification. The cannabinoid-type 1 receptor partial agonist, tetrahydrocannabinol (THC), selectively reduced multifractal dynamics in FCT neurons compared to non-FCT neurons. Comparison with existing methods WLMA is an objective tool for quantifying the memory-correlated complexity represented by FCTs that reveals additional information compared to classification of FCTs using traditional z-scores to identify neuronal correlates of behavioral events. Conclusion z-Score-based FCT classification provides limited information about the dynamical range of neuronal activity characterized by WLMA. Increased complexity, as measured with multifractal analysis, may be a marker of functional involvement in memory processing. The level of multifractal attributes can be used to differentially emphasize neural signals to improve computational models and algorithms underlying brain–computer interfaces. PMID:25086297
Mackeen, Mukram; Almond, Andrew; Cumpstey, Ian; Enis, Seth C; Kupce, Eriks; Butters, Terry D; Fairbanks, Antony J; Dwek, Raymond A; Wormald, Mark R
2006-06-07
The experimental determination of oligosaccharide conformations has traditionally used cross-linkage 1H-1H NOE/ROEs. As relatively few NOEs are observed, to provide sufficient conformational constraints this method relies on: accurate quantification of NOE intensities (positive constraints); analysis of absent NOEs (negative constraints); and hence calculation of inter-proton distances using the two-spin approximation. We have compared the results obtained by using 1H 2D NOESY, ROESY and T-ROESY experiments at 500 and 700 MHz to determine the conformation of the terminal Glc alpha1-2Glc alpha linkage in a dodecasaccharide and a related tetrasaccharide. For the tetrasaccharide, the NOESY and ROESY spectra produced the same qualitative pattern of linkage cross-peaks but the quantitative pattern, the relative peak intensities, was different. For the dodecasaccharide, the NOESY and ROESY spectra at 500 MHz produced a different qualitative pattern of linkage cross-peaks, with fewer peaks in the NOESY spectrum. At 700 MHz, the NOESY and ROESY spectra of the dodecasaccharide produced the same qualitative pattern of peaks, but again the relative peak intensities were different. These differences are due to very significant differences in the local correlation times for different proton pairs across this glycosidic linkage. The local correlation time for each proton pair was measured using the ratio of the NOESY and T-ROESY cross-relaxation rates, leaving the NOESY and ROESY as independent data sets for calculating the inter-proton distances. The inter-proton distances calculated including the effects of differences in local correlation times give much more consistent results.
Analyzing Response Times in Tests with Rank Correlation Approaches
ERIC Educational Resources Information Center
Ranger, Jochen; Kuhn, Jorg-Tobias
2013-01-01
It is common practice to log-transform response times before analyzing them with standard factor analytical methods. However, sometimes the log-transformation is not capable of linearizing the relation between the response times and the latent traits. Therefore, a more general approach to response time analysis is proposed in the current…
The Identification and Tracking of Uterine Contractions Using Template Based Cross-Correlation.
McDonald, Sarah C; Brooker, Graham; Phipps, Hala; Hyett, Jon
2017-09-01
The purpose of this paper is to outline a novel method of using template based cross-correlation to identify and track uterine contractions during labour. A purpose built six-channel Electromyography (EMG) device was used to collect data from consenting women during labour and birth. A range of templates were constructed for the purpose of identifying and tracking uterine activity when cross-correlated with the EMG signal. Peak finding techniques were applied on the cross-correlated result to simplify and automate the identification and tracking of contractions. The EMG data showed a unique pattern when a woman was contracting with key features of the contraction signal remaining consistent and identifiable across subjects. Contraction profiles across subjects were automatically identified using template based cross-correlation. Synthetic templates from a rectangular function with a duration of between 5 and 10 s performed best at identifying and tracking uterine activity across subjects. The successful application of this technique provides opportunity for both simple and accurate real-time analysis of contraction data while enabling investigations into the application of techniques such as machine learning which could enable automated learning from contraction data as part of real-time monitoring and post analysis.
NASA Astrophysics Data System (ADS)
Han, Yingying; Gong, Pu; Zhou, Xiang
2016-02-01
In this paper, we apply time varying Gaussian and SJC copula models to study the correlations and risk contagion between mixed assets: financial (stock), real estate and commodity (gold) assets in China firstly. Then we study the dynamic mixed-asset portfolio risk through VaR measurement based on the correlations computed by the time varying copulas. This dynamic VaR-copula measurement analysis has never been used on mixed-asset portfolios. The results show the time varying estimations fit much better than the static models, not only for the correlations and risk contagion based on time varying copulas, but also for the VaR-copula measurement. The time varying VaR-SJC copula models are more accurate than VaR-Gaussian copula models when measuring more risky portfolios with higher confidence levels. The major findings suggest that real estate and gold play a role on portfolio risk diversification and there exist risk contagion and flight to quality between mixed-assets when extreme cases happen, but if we take different mixed-asset portfolio strategies with the varying of time and environment, the portfolio risk will be reduced.
Roh, Eun Ha; Ahn, Jeong-Ah; Park, Somi; Song, Ju-Eun
2017-12-01
In this study, we determined the factors influencing parenting efficacy of Asian immigrant, first-time mothers. The research design was a cross-sectional, correlational study. The study included 125 first-time mothers who immigrated and married Korean men, and were living in Korea. Data were collected using translated questionnaires, and analyzed for descriptive statistics, Pearson correlation, and multiple regression analysis. The major finding was that the parenting efficacy of immigrant women was influenced by childcare support from their husbands, maternal identity, and original nationality. The findings suggest that customized programs be developed and used to enhance parenting efficacy for Asian immigrant, first-time mothers. In developing such programs, the advantages of maternal identity, social support from the husband, and women's cultural context should be considered. © 2017 John Wiley & Sons Australia, Ltd.
Nascimento-Ferreira, Marcus V; Collese, Tatiana S; de Moraes, Augusto César F; Rendo-Urteaga, Tara; Moreno, Luis A; Carvalho, Heráclito B
2016-12-01
Sleep duration has been associated with several health outcomes in children and adolescents. As an extensive number of questionnaires are currently used to investigate sleep schedule or sleep time, we performed a systematic review of criterion validation of sleep time questionnaires for children and adolescents, considering accelerometers as the reference method. We found a strong correlation between questionnaires and accelerometers for weeknights and a moderate correlation for weekend nights. When considering only studies performing a reliability assessment of the used questionnaires, a significant increase in the correlations for both weeknights and weekend nights was observed. In conclusion, moderate to strong criterion validity of sleep time questionnaires was observed; however, the reliability assessment of the questionnaires showed strong validation performance. Copyright © 2015 Elsevier Ltd. All rights reserved.
Biomechanical factors associated with time to complete a change of direction cutting maneuver.
Marshall, Brendan M; Franklyn-Miller, Andrew D; King, Enda A; Moran, Kieran A; Strike, Siobhán C; Falvey, Éanna C
2014-10-01
Cutting ability is an important aspect of many team sports, however, the biomechanical determinants of cutting performance are not well understood. This study aimed to address this issue by identifying the kinetic and kinematic factors correlated with the time to complete a cutting maneuver. In addition, an analysis of the test-retest reliability of all biomechanical measures was performed. Fifteen (n = 15) elite multidirectional sports players (Gaelic hurling) were recruited, and a 3-dimensional motion capture analysis of a 75° cut was undertaken. The factors associated with cutting time were determined using bivariate Pearson's correlations. Intraclass correlation coefficients (ICCs) were used to examine the test-retest reliability of biomechanical measures. Five biomechanical factors were associated with cutting time (2.28 ± 0.11 seconds): peak ankle power (r = 0.77), peak ankle plantar flexor moment (r = 0.65), range of pelvis lateral tilt (r = -0.54), maximum thorax lateral rotation angle (r = 0.51), and total ground contact time (r = -0.48). Intraclass correlation coefficient scores for these 5 factors, and indeed for the majority of the other biomechanical measures, ranged from good to excellent (ICC >0.60). Explosive force production about the ankle, pelvic control during single-limb support, and torso rotation toward the desired direction of travel were all key factors associated with cutting time. These findings should assist in the development of more effective training programs aimed at improving similar cutting performances. In addition, test-retest reliability scores were generally strong, therefore, motion capture techniques seem well placed to further investigate the determinants of cutting ability.
The effect of orthostatic stress on multiscale entropy of heart rate and blood pressure.
Turianikova, Zuzana; Javorka, Kamil; Baumert, Mathias; Calkovska, Andrea; Javorka, Michal
2011-09-01
Cardiovascular control acts over multiple time scales, which introduces a significant amount of complexity to heart rate and blood pressure time series. Multiscale entropy (MSE) analysis has been developed to quantify the complexity of a time series over multiple time scales. In previous studies, MSE analyses identified impaired cardiovascular control and increased cardiovascular risk in various pathological conditions. Despite the increasing acceptance of the MSE technique in clinical research, information underpinning the involvement of the autonomic nervous system in the MSE of heart rate and blood pressure is lacking. The objective of this study is to investigate the effect of orthostatic challenge on the MSE of heart rate and blood pressure variability (HRV, BPV) and the correlation between MSE (complexity measures) and traditional linear (time and frequency domain) measures. MSE analysis of HRV and BPV was performed in 28 healthy young subjects on 1000 consecutive heart beats in the supine and standing positions. Sample entropy values were assessed on scales of 1-10. We found that MSE of heart rate and blood pressure signals is sensitive to changes in autonomic balance caused by postural change from the supine to the standing position. The effect of orthostatic challenge on heart rate and blood pressure complexity depended on the time scale under investigation. Entropy values did not correlate with the mean values of heart rate and blood pressure and showed only weak correlations with linear HRV and BPV measures. In conclusion, the MSE analysis of heart rate and blood pressure provides a sensitive tool to detect changes in autonomic balance as induced by postural change.
Temporal evolution of financial-market correlations.
Fenn, Daniel J; Porter, Mason A; Williams, Stacy; McDonald, Mark; Johnson, Neil F; Jones, Nick S
2011-08-01
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007-2008 credit and liquidity crisis.
Temporal evolution of financial-market correlations
NASA Astrophysics Data System (ADS)
Fenn, Daniel J.; Porter, Mason A.; Williams, Stacy; McDonald, Mark; Johnson, Neil F.; Jones, Nick S.
2011-08-01
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007-2008 credit and liquidity crisis.
NASA Astrophysics Data System (ADS)
Ni, X. Y.; Huang, H.; Du, W. P.
2017-02-01
The PM2.5 problem is proving to be a major public crisis and is of great public-concern requiring an urgent response. Information about, and prediction of PM2.5 from the perspective of atmospheric dynamic theory is still limited due to the complexity of the formation and development of PM2.5. In this paper, we attempted to realize the relevance analysis and short-term prediction of PM2.5 concentrations in Beijing, China, using multi-source data mining. A correlation analysis model of PM2.5 to physical data (meteorological data, including regional average rainfall, daily mean temperature, average relative humidity, average wind speed, maximum wind speed, and other pollutant concentration data, including CO, NO2, SO2, PM10) and social media data (microblog data) was proposed, based on the Multivariate Statistical Analysis method. The study found that during these factors, the value of average wind speed, the concentrations of CO, NO2, PM10, and the daily number of microblog entries with key words 'Beijing; Air pollution' show high mathematical correlation with PM2.5 concentrations. The correlation analysis was further studied based on a big data's machine learning model- Back Propagation Neural Network (hereinafter referred to as BPNN) model. It was found that the BPNN method performs better in correlation mining. Finally, an Autoregressive Integrated Moving Average (hereinafter referred to as ARIMA) Time Series model was applied in this paper to explore the prediction of PM2.5 in the short-term time series. The predicted results were in good agreement with the observed data. This study is useful for helping realize real-time monitoring, analysis and pre-warning of PM2.5 and it also helps to broaden the application of big data and the multi-source data mining methods.
Structure of a financial cross-correlation matrix under attack
NASA Astrophysics Data System (ADS)
Lim, Gyuchang; Kim, SooYong; Kim, Junghwan; Kim, Pyungsoo; Kang, Yoonjong; Park, Sanghoon; Park, Inho; Park, Sang-Bum; Kim, Kyungsik
2009-09-01
We investigate the structure of a perturbed stock market in terms of correlation matrices. For the purpose of perturbing a stock market, two distinct methods are used, namely local and global perturbation. The former involves replacing a correlation coefficient of the cross-correlation matrix with one calculated from two Gaussian-distributed time series while the latter reconstructs the cross-correlation matrix just after replacing the original return series with Gaussian-distributed time series. Concerning the local case, it is a technical study only and there is no attempt to model reality. The term ‘global’ means the overall effect of the replacement on other untouched returns. Through statistical analyses such as random matrix theory (RMT), network theory, and the correlation coefficient distributions, we show that the global structure of a stock market is vulnerable to perturbation. However, apart from in the analysis of inverse participation ratios (IPRs), the vulnerability becomes dull under a small-scale perturbation. This means that these analysis tools are inappropriate for monitoring the whole stock market due to the low sensitivity of a stock market to a small-scale perturbation. In contrast, when going down to the structure of business sectors, we confirm that correlation-based business sectors are regrouped in terms of IPRs. This result gives a clue about monitoring the effect of hidden intentions, which are revealed via portfolios taken mostly by large investors.
SUPERGRANULES AS PROBES OF THE SUN'S MERIDIONAL CIRCULATION
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hathaway, David H., E-mail: david.hathaway@nasa.gov
2012-11-20
Recent analysis revealed that supergranules (convection cells seen at the Sun's surface) are advected by the zonal flows at depths equal to the widths of the cells themselves. Here we probe the structure of the meridional circulation by cross-correlating maps of the Doppler velocity signal using a series of successively longer time lags between maps. We find that the poleward meridional flow decreases in amplitude with time lag and reverses direction to become an equatorward return flow at time lags >24 hr. These cross-correlation results are dominated by larger and deeper cells at longer time lags. (The smaller cells havemore » shorter lifetimes and do not contribute to the correlated signal at longer time lags.) We determine the characteristic cell size associated with each time lag by comparing the equatorial zonal flows measured at different time lags with the zonal flows associated with different cell sizes from a Fourier analysis. This association gives a characteristic cell size of {approx}50 Mm at a 24 hr time lag. This indicates that the poleward meridional flow returns equatorward at depths >50 Mm-just below the base of the surface shear layer. A substantial and highly significant equatorward flow (4.6 {+-} 0.4 m s{sup -1}) is found at a time lag of 28 hr corresponding to a depth of {approx}70 Mm. This represents one of the first positive detections of the Sun's meridional return flow and illustrates the power of using supergranules to probe the Sun's internal dynamics.« less
Quantifying meta-correlations in financial markets
NASA Astrophysics Data System (ADS)
Kenett, Dror Y.; Preis, Tobias; Gur-Gershgoren, Gitit; Ben-Jacob, Eshel
2012-08-01
Financial markets are modular multi-level systems, in which the relationships between the individual components are not constant in time. Sudden changes in these relationships significantly affect the stability of the entire system, and vice versa. Our analysis is based on historical daily closing prices of the 30 components of the Dow Jones Industrial Average (DJIA) from March 15th, 1939 until December 31st, 2010. We quantify the correlation among these components by determining Pearson correlation coefficients, to investigate whether mean correlation of the entire portfolio can be used as a precursor for changes in the index return. To this end, we quantify the meta-correlation - the correlation of mean correlation and index return. We find that changes in index returns are significantly correlated with changes in mean correlation. Furthermore, we study the relationship between the index return and correlation volatility - the standard deviation of correlations for a given time interval. This parameter provides further evidence of the effect of the index on market correlations and their fluctuations. Our empirical findings provide new information and quantification of the index leverage effect, and have implications to risk management, portfolio optimization, and to the increased stability of financial markets.
Quantifying Differential Privacy under Temporal Correlations.
Cao, Yang; Yoshikawa, Masatoshi; Xiao, Yonghui; Xiong, Li
2017-04-01
Differential Privacy (DP) has received increasing attention as a rigorous privacy framework. Many existing studies employ traditional DP mechanisms (e.g., the Laplace mechanism) as primitives, which assume that the data are independent, or that adversaries do not have knowledge of the data correlations. However, continuous generated data in the real world tend to be temporally correlated, and such correlations can be acquired by adversaries. In this paper, we investigate the potential privacy loss of a traditional DP mechanism under temporal correlations in the context of continuous data release. First, we model the temporal correlations using Markov model and analyze the privacy leakage of a DP mechanism when adversaries have knowledge of such temporal correlations. Our analysis reveals that the privacy loss of a DP mechanism may accumulate and increase over time . We call it temporal privacy leakage . Second, to measure such privacy loss, we design an efficient algorithm for calculating it in polynomial time. Although the temporal privacy leakage may increase over time, we also show that its supremum may exist in some cases. Third, to bound the privacy loss, we propose mechanisms that convert any existing DP mechanism into one against temporal privacy leakage. Experiments with synthetic data confirm that our approach is efficient and effective.
NASA Astrophysics Data System (ADS)
Cao, Guangxi; Han, Yan; Chen, Yuemeng; Yang, Chunxia
2014-05-01
Based on the daily price data of Shanghai and London gold spot markets, we applied detrended cross-correlation analysis (DCCA) and detrended moving average cross-correlation analysis (DMCA) methods to quantify power-law cross-correlation between domestic and international gold markets. Results show that the cross-correlations between the Chinese domestic and international gold spot markets are multifractal. Furthermore, forward DMCA and backward DMCA seems to outperform DCCA and centered DMCA for short-range gold series, which confirms the comparison results of short-range artificial data in L. Y. He and S. P. Chen [Physica A 390 (2011) 3806-3814]. Finally, we analyzed the local multifractal characteristics of the cross-correlation between Chinese domestic and international gold markets. We show that multifractal characteristics of the cross-correlation between the Chinese domestic and international gold markets are time-varying and that multifractal characteristics were strengthened by the financial crisis in 2007-2008.
A study of correlations in the stock market
NASA Astrophysics Data System (ADS)
Sharma, Chandradew; Banerjee, Kinjal
2015-08-01
We study the various sectors of the Bombay Stock Exchange (BSE) for a period of 8 years from April 2006 to March 2014. Using the data of daily returns of a period of eight years we make a direct model free analysis of the pattern of the sectorial indices movement and the correlations among them. Our analysis shows significant auto correlation among the individual sectors and also strong cross-correlation among sectors. We also find that auto correlations in some of the sectors persist in time. This is a very significant result and has not been reported so far in Indian context. These findings will be very useful in model building for prediction of price movement of equities, derivatives and portfolio management. We show that the Random Walk Hypothesis is not applicable in modeling the Indian market and mean-variance-skewness-kurtosis based portfolio optimization might be required. We also find that almost all sectors are highly correlated during large fluctuation periods and have only moderate correlation during normal periods.
Supernova-regulated ISM. V. Space and Time Correlations
NASA Astrophysics Data System (ADS)
Hollins, J. F.; Sarson, G. R.; Shukurov, A.; Fletcher, A.; Gent, F. A.
2017-11-01
We apply correlation analysis to random fields in numerical simulations of the supernova-driven interstellar medium (ISM) with the magnetic field produced by dynamo action. We solve the magnetohydrodynamic (MHD) equations in a shearing Cartesian box representing a local region of the ISM, subject to thermal and kinetic energy injection by supernova explosions, and parameterized, optically thin radiative cooling. We consider the cold, warm, and hot phases of the ISM separately; the analysis mostly considers the warm gas, which occupies the bulk of the domain. Various physical variables have different correlation lengths in the warm phase: 40,50, and 60 {pc} for the random magnetic field, density, and velocity, respectively, in the midplane. The correlation time of the random velocity is comparable to the eddy turnover time, about {10}7 {year}, although it may be shorter in regions with a higher star formation rate. The random magnetic field is anisotropic, with the standard deviations of its components {b}x/{b}y/{b}z having approximate ratios 0.5/0.6/0.6 in the midplane. The anisotropy is attributed to the global velocity shear from galactic differential rotation and locally inhomogeneous outflow to the galactic halo. The correlation length of Faraday depth along the z axis, 120 {pc}, is greater than for electron density, 60{--}90 {pc}, and the vertical magnetic field, 60 {pc}. Such comparisons may be sensitive to the orientation of the line of sight. Uncertainties of the structure functions of synchrotron intensity rapidly increase with the scale. This feature is hidden in a power spectrum analysis, which can undermine the usefulness of power spectra for detailed studies of interstellar turbulence.
Typewriting rate as a function of reaction time.
Hayes, V; Wilson, G D; Schafer, R L
1977-12-01
This study was designed to determine the relationship between reaction time and typewriting rate. Subjects were 24 typists ranging in age from 19 to 39 yr. Reaction times (.001 sec) to a light were recorded for each finger and to each alphabetic character and three punctuation marks. Analysis of variance yielded significant differences in reaction time among subjects and fingers. Correlation between typewriting rate and average reaction time to the alphabetic characters and three punctuation marks was --.75. Correlation between typewriting rate and the difference between the reaction time of the hands was --.42. Factors influencing typewriting rate may include reaction time of the fingers, difference between the reaction time of the hands, and reaction time to individual keys on the typewriter. Implications exist for instructional methodology and further research.
Reilly, Carolyn Miller; Higgins, Melinda; Smith, Andrew; Culler, Steven D; Dunbar, Sandra B
2015-11-01
This paper presents a secondary in-depth analysis of five persons with heart failure randomized to receive an education and behavioral intervention on fluid restriction as part of a larger study. Using a single subject analysis design, time series analyses models were constructed for each of the five patients for a period of 180 days to determine correlations between daily measures of patient reported fluid intake, thoracic impedance, and weights, and relationships between patient reported outcomes of symptom burden and health related quality of life over time. Negative relationships were observed between fluid intake and thoracic impedance, and between impedance and weight, while positive correlations were observed between daily fluid intake and weight. By constructing time series analyses of daily measures of fluid congestion, trends and patterns of fluid congestion emerged which could be used to guide individualized patient care or future research endeavors. Employment of such a specialized analysis technique allows for the elucidation of clinically relevant findings potentially disguised when only evaluating aggregate outcomes of larger studies. Copyright © 2015 Elsevier Inc. All rights reserved.
Dynamic Singularity Spectrum Distribution of Sea Clutter
NASA Astrophysics Data System (ADS)
Xiong, Gang; Yu, Wenxian; Zhang, Shuning
2015-12-01
The fractal and multifractal theory have provided new approaches for radar signal processing and target-detecting under the background of ocean. However, the related research mainly focuses on fractal dimension or multifractal spectrum (MFS) of sea clutter. In this paper, a new dynamic singularity analysis method of sea clutter using MFS distribution is developed, based on moving detrending analysis (DMA-MFSD). Theoretically, we introduce the time information by using cyclic auto-correlation of sea clutter. For transient correlation series, the instantaneous singularity spectrum based on multifractal detrending moving analysis (MF-DMA) algorithm is calculated, and the dynamic singularity spectrum distribution of sea clutter is acquired. In addition, we analyze the time-varying singularity exponent ranges and maximum position function in DMA-MFSD of sea clutter. For the real sea clutter data, we analyze the dynamic singularity spectrum distribution of real sea clutter in level III sea state, and conclude that the radar sea clutter has the non-stationary and time-varying scale characteristic and represents the time-varying singularity spectrum distribution based on the proposed DMA-MFSD method. The DMA-MFSD will also provide reference for nonlinear dynamics and multifractal signal processing.
Using Dispersed Modes During Model Correlation
NASA Technical Reports Server (NTRS)
Stewart, Eric C.; Hathcock, Megan L.
2017-01-01
The model correlation process for the modal characteristics of a launch vehicle is well established. After a test, parameters within the nominal model are adjusted to reflect structural dynamics revealed during testing. However, a full model correlation process for a complex structure can take months of man-hours and many computational resources. If the analyst only has weeks, or even days, of time in which to correlate the nominal model to the experimental results, then the traditional correlation process is not suitable. This paper describes using model dispersions to assist the model correlation process and decrease the overall cost of the process. The process creates thousands of model dispersions from the nominal model prior to the test and then compares each of them to the test data. Using mode shape and frequency error metrics, one dispersion is selected as the best match to the test data. This dispersion is further improved by using a commercial model correlation software. In the three examples shown in this paper, this dispersion based model correlation process performs well when compared to models correlated using traditional techniques and saves time in the post-test analysis.
Guo, Mengzhu; Li, Shiwu; Wang, Linhong; Chai, Meng; Chen, Facheng; Wei, Yunong
2016-11-24
Background: Driving fatigue affects the reaction ability of a driver. The aim of this research is to analyze the relationship between driving fatigue, physiological signals and driver's reaction time. Methods: Twenty subjects were tested during driving. Data pertaining to reaction time and physiological signals including electroencephalograph (EEG) were collected from twenty simulation experiments. Grey correlation analysis was used to select the input variable of the classification model. A support vector machine was used to divide the mental state into three levels. The penalty factor for the model was optimized using a genetic algorithm. Results: The results show that α/β has the greatest correlation to reaction time. The classification results show an accuracy of 86%, a sensitivity of 87.5% and a specificity of 85.53%. The average increase of reaction time is 16.72% from alert state to fatigued state. Females have a faster decrease in reaction ability than males as driving fatigue accumulates. Elderly drivers have longer reaction times than the young. Conclusions: A grey correlation analysis can be used to improve the classification accuracy of the support vector machine (SVM) model. This paper provides basic research that online detection of fatigue can be performed using only a simple device, which is more comfortable for users.
Guo, Mengzhu; Li, Shiwu; Wang, Linhong; Chai, Meng; Chen, Facheng; Wei, Yunong
2016-01-01
Background: Driving fatigue affects the reaction ability of a driver. The aim of this research is to analyze the relationship between driving fatigue, physiological signals and driver’s reaction time. Methods: Twenty subjects were tested during driving. Data pertaining to reaction time and physiological signals including electroencephalograph (EEG) were collected from twenty simulation experiments. Grey correlation analysis was used to select the input variable of the classification model. A support vector machine was used to divide the mental state into three levels. The penalty factor for the model was optimized using a genetic algorithm. Results: The results show that α/β has the greatest correlation to reaction time. The classification results show an accuracy of 86%, a sensitivity of 87.5% and a specificity of 85.53%. The average increase of reaction time is 16.72% from alert state to fatigued state. Females have a faster decrease in reaction ability than males as driving fatigue accumulates. Elderly drivers have longer reaction times than the young. Conclusions: A grey correlation analysis can be used to improve the classification accuracy of the support vector machine (SVM) model. This paper provides basic research that online detection of fatigue can be performed using only a simple device, which is more comfortable for users. PMID:27886139
NASA Astrophysics Data System (ADS)
Li, Jia; Tian, Yonghong; Gao, Wen
2008-01-01
In recent years, the amount of streaming video has grown rapidly on the Web. Often, retrieving these streaming videos offers the challenge of indexing and analyzing the media in real time because the streams must be treated as effectively infinite in length, thus precluding offline processing. Generally speaking, captions are important semantic clues for video indexing and retrieval. However, existing caption detection methods often have difficulties to make real-time detection for streaming video, and few of them concern on the differentiation of captions from scene texts and scrolling texts. In general, these texts have different roles in streaming video retrieval. To overcome these difficulties, this paper proposes a novel approach which explores the inter-frame correlation analysis and wavelet-domain modeling for real-time caption detection in streaming video. In our approach, the inter-frame correlation information is used to distinguish caption texts from scene texts and scrolling texts. Moreover, wavelet-domain Generalized Gaussian Models (GGMs) are utilized to automatically remove non-text regions from each frame and only keep caption regions for further processing. Experiment results show that our approach is able to offer real-time caption detection with high recall and low false alarm rate, and also can effectively discern caption texts from the other texts even in low resolutions.
Linearized spectrum correlation analysis for line emission measurements
NASA Astrophysics Data System (ADS)
Nishizawa, T.; Nornberg, M. D.; Den Hartog, D. J.; Sarff, J. S.
2017-08-01
A new spectral analysis method, Linearized Spectrum Correlation Analysis (LSCA), for charge exchange and passive ion Doppler spectroscopy is introduced to provide a means of measuring fast spectral line shape changes associated with ion-scale micro-instabilities. This analysis method is designed to resolve the fluctuations in the emission line shape from a stationary ion-scale wave. The method linearizes the fluctuations around a time-averaged line shape (e.g., Gaussian) and subdivides the spectral output channels into two sets to reduce contributions from uncorrelated fluctuations without averaging over the fast time dynamics. In principle, small fluctuations in the parameters used for a line shape model can be measured by evaluating the cross spectrum between different channel groupings to isolate a particular fluctuating quantity. High-frequency ion velocity measurements (100-200 kHz) were made by using this method. We also conducted simulations to compare LSCA with a moment analysis technique under a low photon count condition. Both experimental and synthetic measurements demonstrate the effectiveness of LSCA.
Touchet, Bryan; Walker, Ashley; Flanders, Sarah; McIntosh, Heather
2018-04-01
In the first year of training, psychiatry residents progress from direct supervision to indirect supervision but factors predicting time to transition between these levels of supervision are unknown. This study aimed to examine times for transition to indirect levels of supervision and to identify resident factors associated with slower progression. The authors compiled data from training files from years 2011-2015, including licensing exam scores, age, gender, medical school, month of first inpatient psychiatry rotation, and transition times between levels of supervision. Correlational analysis examined the relationship between these factors. Univariate analysis further examined the relationship between medical school training and transition times between supervision levels. Among the factors studied, only international medical school training was positively correlated with time to transition to indirect supervision and between levels of indirect supervision. International medical graduate (IMG) interns in psychiatry training may benefit from additional training and support to reach competencies required for the transition to indirect supervision.
Principal component analysis for fermionic critical points
NASA Astrophysics Data System (ADS)
Costa, Natanael C.; Hu, Wenjian; Bai, Z. J.; Scalettar, Richard T.; Singh, Rajiv R. P.
2017-11-01
We use determinant quantum Monte Carlo (DQMC), in combination with the principal component analysis (PCA) approach to unsupervised learning, to extract information about phase transitions in several of the most fundamental Hamiltonians describing strongly correlated materials. We first explore the zero-temperature antiferromagnet to singlet transition in the periodic Anderson model, the Mott insulating transition in the Hubbard model on a honeycomb lattice, and the magnetic transition in the 1/6-filled Lieb lattice. We then discuss the prospects for learning finite temperature superconducting transitions in the attractive Hubbard model, for which there is no sign problem. Finally, we investigate finite temperature charge density wave (CDW) transitions in the Holstein model, where the electrons are coupled to phonon degrees of freedom, and carry out a finite size scaling analysis to determine Tc. We examine the different behaviors associated with Hubbard-Stratonovich auxiliary field configurations on both the entire space-time lattice and on a single imaginary time slice, or other quantities, such as equal-time Green's and pair-pair correlation functions.
Juras, Vladimir; Apprich, Sebastian; Szomolanyi, Pavol; Bieri, Oliver; Deligianni, Xeni; Trattnig, Siegfried
2013-10-01
To compare mono- and bi-exponential T2 analysis in healthy and degenerated Achilles tendons using a recently introduced magnetic resonance variable-echo-time sequence (vTE) for T2 mapping. Ten volunteers and ten patients were included in the study. A variable-echo-time sequence was used with 20 echo times. Images were post-processed with both techniques, mono- and bi-exponential [T2 m, short T2 component (T2 s) and long T2 component (T2 l)]. The number of mono- and bi-exponentially decaying pixels in each region of interest was expressed as a ratio (B/M). Patients were clinically assessed with the Achilles Tendon Rupture Score (ATRS), and these values were correlated with the T2 values. The means for both T2 m and T2 s were statistically significantly different between patients and volunteers; however, for T2 s, the P value was lower. In patients, the Pearson correlation coefficient between ATRS and T2 s was -0.816 (P = 0.007). The proposed variable-echo-time sequence can be successfully used as an alternative method to UTE sequences with some added benefits, such as a short imaging time along with relatively high resolution and minimised blurring artefacts, and minimised susceptibility artefacts and chemical shift artefacts. Bi-exponential T2 calculation is superior to mono-exponential in terms of statistical significance for the diagnosis of Achilles tendinopathy. • Magnetic resonance imaging offers new insight into healthy and diseased Achilles tendons • Bi-exponential T2 calculation in Achilles tendons is more beneficial than mono-exponential • A short T2 component correlates strongly with clinical score • Variable echo time sequences successfully used instead of ultrashort echo time sequences.
Interdependence between crude oil and world food prices: A detrended cross correlation analysis
NASA Astrophysics Data System (ADS)
Pal, Debdatta; Mitra, Subrata K.
2018-02-01
This article explores the changing interdependence between crude oil and world food prices at varying time scales using detrended cross correlation analysis that would answer whether the interdependence (if any) differed significantly between pre and post-crisis period. Unlike the previous studies that exogenously imposed break dates for dividing the time series into sub-samples, we tested whether the mean of the crude oil price changed over time to find evidence for structural changes in the crude oil price series and endogenously determine three break dates with minimum Bayesian information criterion scores. Accordingly, we divided the entire study period in four sample periods - January 1990 to October 1999, November 1999 to February 2005, March 2005 to September 2010, and October 2010 to July 2016, where the third sample period coincided with the period of food crisis and enabled us to compare the fuel-food interdependence across pre-crisis, during the crisis, and post-crisis periods. The results of the detrended cross correlation analysis extended corroborative evidence for increasing positive interdependence between the crude oil price and world food price index along with its sub-categories, namely dairy, cereals, vegetable oil, and sugar. The article ends with the implications of these results in the domain of food policy and the financial sector.
Correlates of Psychological Distress and Major Depressive Disorder among African American Men
ERIC Educational Resources Information Center
Lincoln, Karen D.; Taylor, Robert Joseph; Watkins, Daphne C.; Chatters, Linda M.
2011-01-01
This study examines the demographic correlates of depressive symptoms, serious psychological distress (SPD), and major depressive disorder (MDD; 12-month and lifetime prevalence) among a national sample of African American men. Analysis of the National Survey of American Life (NSAL) data set provides first-time substantiation of important…
The Temporal Propagation of Intrinsic Brain Activity Associate With the Occurrence of PTSD
Weng, Yifei; Qi, Rongfeng; Chen, Feng; Ke, Jun; Xu, Qiang; Zhong, Yuan; Chen, Lida; Li, Jianjun; Zhang, Zhiqiang; Zhang, Li; Lu, Guangming
2018-01-01
The abnormal brain activity is a pivotal condition for the occurrence of posttraumatic stress disorder. However, the dynamic time features of intrinsic brain activities still remain unclearly in PTSD patients. Our study aims to perform the resting-state lag analysis (RS-LA) method to explore potential propagated patterns of intrinsic brain activities in PTSD patients. We recruited 27 drug-naive patients with PTSD, 33 trauma-exposed controls (TEC), and 30 demographically matched healthy controls (HC) in the final data statistics. Both RS-LA and conventional voxel-wise functional connectivity strength (FCS) methods were employed on the same dataset. Then, Spearman correlation analysis was conducted on time latency values of those abnormal brain regions with the clinical assessments. Compared with HC group, the time latency patterns of PTSD patients significantly shifted toward later in posterior cingulate cortex/precuneus, middle prefrontal cortex, right angular, and left pre- and post-central cortex. The TEC group tended to have similar time latency in right angular. Additionally, significant time latency in right STG was found in PTSD group relative to TEC group. Spearman correlation analysis revealed that the time latency value of mPFC negatively correlated to the PTSD checklist-civilian version scores (PCL_C) in PTSD group (r = −0.578, P < 0.05). Furthermore, group differences map of FCS exhibited parts of overlapping areas with that of RS-LA, however, less specificity in detecting PTSD patients. In conclusion, apparent alterations of time latency were observed in DMN and primary sensorimotor areas of PTSD patients. These findings provide us with new evidence to explain the neural pathophysiology contributing to PTSD. PMID:29887811
ANCA: Anharmonic Conformational Analysis of Biomolecular Simulations.
Parvatikar, Akash; Vacaliuc, Gabriel S; Ramanathan, Arvind; Chennubhotla, S Chakra
2018-05-08
Anharmonicity in time-dependent conformational fluctuations is noted to be a key feature of functional dynamics of biomolecules. Although anharmonic events are rare, long-timescale (μs-ms and beyond) simulations facilitate probing of such events. We have previously developed quasi-anharmonic analysis to resolve higher-order spatial correlations and characterize anharmonicity in biomolecular simulations. In this article, we have extended this toolbox to resolve higher-order temporal correlations and built a scalable Python package called anharmonic conformational analysis (ANCA). ANCA has modules to: 1) measure anharmonicity in the form of higher-order statistics and its variation as a function of time, 2) output a storyboard representation of the simulations to identify key anharmonic conformational events, and 3) identify putative anharmonic conformational substates and visualization of transitions between these substates. Copyright © 2018 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Zhou, Yunyi; Tao, Chenyang; Lu, Wenlian; Feng, Jianfeng
2018-04-20
Functional connectivity is among the most important tools to study brain. The correlation coefficient, between time series of different brain areas, is the most popular method to quantify functional connectivity. Correlation coefficient in practical use assumes the data to be temporally independent. However, the time series data of brain can manifest significant temporal auto-correlation. A widely applicable method is proposed for correcting temporal auto-correlation. We considered two types of time series models: (1) auto-regressive-moving-average model, (2) nonlinear dynamical system model with noisy fluctuations, and derived their respective asymptotic distributions of correlation coefficient. These two types of models are most commonly used in neuroscience studies. We show the respective asymptotic distributions share a unified expression. We have verified the validity of our method, and shown our method exhibited sufficient statistical power for detecting true correlation on numerical experiments. Employing our method on real dataset yields more robust functional network and higher classification accuracy than conventional methods. Our method robustly controls the type I error while maintaining sufficient statistical power for detecting true correlation in numerical experiments, where existing methods measuring association (linear and nonlinear) fail. In this work, we proposed a widely applicable approach for correcting the effect of temporal auto-correlation on functional connectivity. Empirical results favor the use of our method in functional network analysis. Copyright © 2018. Published by Elsevier B.V.
Ridgeway, William K; Millar, David P; Williamson, James R
2013-01-01
Fluorescence Correlation Spectroscopy (FCS) is widely used to quantitate reaction rates and concentrations of molecules in vitro and in vivo. We recently reported Fluorescence Triple Correlation Spectroscopy (F3CS), which correlates three signals together instead of two. F3CS can analyze the stoichiometries of complex mixtures and detect irreversible processes by identifying time-reversal asymmetries. Here we report the computational developments that were required for the realization of F3CS and present the results as the Triple Correlation Toolbox suite of programs. Triple Correlation Toolbox is a complete data analysis pipeline capable of acquiring, correlating and fitting large data sets. Each segment of the pipeline handles error estimates for accurate error-weighted global fitting. Data acquisition was accelerated with a combination of off-the-shelf counter-timer chips and vectorized operations on 128-bit registers. This allows desktop computers with inexpensive data acquisition cards to acquire hours of multiple-channel data with sub-microsecond time resolution. Off-line correlation integrals were implemented as a two delay time multiple-tau scheme that scales efficiently with multiple processors and provides an unprecedented view of linked dynamics. Global fitting routines are provided to fit FCS and F3CS data to models containing up to ten species. Triple Correlation Toolbox is a complete package that enables F3CS to be performed on existing microscopes. PMID:23525193
Finite-Difference Time-Domain Analysis of Tapered Photonic Crystal Fiber
NASA Astrophysics Data System (ADS)
Ali, M. I. Md; Sanusidin, S. N.; Yusof, M. H. M.
2018-03-01
This paper brief about the simulation of tapered photonic crystal fiber (PCF) LMA-8 single-mode type based on correlation of scattering pattern at wavelength of 1.55 μm, analyzation of transmission spectrum at wavelength over the range of 1.0 until 2.5 μm and correlation of transmission spectrum with the refractive index change in photonic crystal holes with respect to taper size of 0.1 until 1.0 using Optiwave simulation software. The main objective is to simulate using Finite-Difference Time-Domain (FDTD) technique of tapered LMA-8 PCF and for sensing application by improving the capabilities of PCF without collapsing the crystal holes. The types of FDTD techniques used are scattering pattern and transverse transmission and principal component analysis (PCA) used as a mathematical tool to model the data obtained by MathCad software. The simulation results showed that there is no obvious correlation of scattering pattern at a wavelength of 1.55 μm, a correlation obtained between taper sizes with a transverse transmission and there is a parabolic relationship between the refractive index changes inside the crystal structure.
Kinetic theory-based numerical modeling and analysis of bi-disperse segregated mixture fluidized bed
DOE Office of Scientific and Technical Information (OSTI.GOV)
Konan, N. A.; Huckaby, E. D.
We discuss a series of continuum Euler-Euler simulations of an initially mixed bi-disperse fluidized bed which segregates under certain operating conditions. The simulations use the multi-phase kinetic theory-based description of the momentum and energy exchanges between the phases by Simonin’s Group [see e.g. Gourdel, Simonin and Brunier (1999). Proceedings of 6th International Conference on Circulating Fluidized Beds, Germany, pp. 205-210]. The discussion and analysis of the results focus on the fluid-particle momentum exchange (i.e. drag). Simulations using mono- and poly-disperse fluid-particle drag correlations are analyzed for the Geldart D-type size bi-disperse gas-solid experiments performed by Goldschmidt et al. [Powder Tech.,more » pp. 135-159 (2003)]. The poly-disperse gas-particle drag correlations account for the local particle size distribution by using an effective mixture diameter when calculating the Reynolds number and then correcting the resulting force coefficient. Simulation results show very good predictions of the segregation index for bidisperse beds with the mono-disperse drag correlations contrary to the poly-disperse drag correlations for which the segregation rate is systematically under-predicted. The statistical analysis of the results shows a clear separation in the distribution of the gas-particle mean relaxation times of the small and large particles with simulations using the mono-disperse drag. In contrast, the poly-disperse drag simulations have a significant overlap and also a smaller difference in the mean particle relaxation times. This results in the small and large particles in the bed to respond to the gas similarly without enough relative time lag. The results suggest that the difference in the particle response time induce flow dynamics favorable to a force imbalance which results in the segregation.« less
Kinetic theory-based numerical modeling and analysis of bi-disperse segregated mixture fluidized bed
Konan, N. A.; Huckaby, E. D.
2017-06-21
We discuss a series of continuum Euler-Euler simulations of an initially mixed bi-disperse fluidized bed which segregates under certain operating conditions. The simulations use the multi-phase kinetic theory-based description of the momentum and energy exchanges between the phases by Simonin’s Group [see e.g. Gourdel, Simonin and Brunier (1999). Proceedings of 6th International Conference on Circulating Fluidized Beds, Germany, pp. 205-210]. The discussion and analysis of the results focus on the fluid-particle momentum exchange (i.e. drag). Simulations using mono- and poly-disperse fluid-particle drag correlations are analyzed for the Geldart D-type size bi-disperse gas-solid experiments performed by Goldschmidt et al. [Powder Tech.,more » pp. 135-159 (2003)]. The poly-disperse gas-particle drag correlations account for the local particle size distribution by using an effective mixture diameter when calculating the Reynolds number and then correcting the resulting force coefficient. Simulation results show very good predictions of the segregation index for bidisperse beds with the mono-disperse drag correlations contrary to the poly-disperse drag correlations for which the segregation rate is systematically under-predicted. The statistical analysis of the results shows a clear separation in the distribution of the gas-particle mean relaxation times of the small and large particles with simulations using the mono-disperse drag. In contrast, the poly-disperse drag simulations have a significant overlap and also a smaller difference in the mean particle relaxation times. This results in the small and large particles in the bed to respond to the gas similarly without enough relative time lag. The results suggest that the difference in the particle response time induce flow dynamics favorable to a force imbalance which results in the segregation.« less
NASA Technical Reports Server (NTRS)
Thomas, Valerie L.; Koblinsky, Chester J.; Webster, Ferris; Zlotnicki, Victor; Green, James L.
1987-01-01
The Space Physics Analysis Network (SPAN) is a multi-mission, correlative data comparison network which links space and Earth science research and data analysis computers. It provides a common working environment for sharing computer resources, sharing computer peripherals, solving proprietary problems, and providing the potential for significant time and cost savings for correlative data analysis. This is one of a series of discipline-specific SPAN documents which are intended to complement the SPAN primer and SPAN Management documents. Their purpose is to provide the discipline scientists with a comprehensive set of documents to assist in the use of SPAN for discipline specific scientific research.
Moseley, H N; Lee, W; Arrowsmith, C H; Krishna, N R
1997-05-06
We report a quantitative analysis of the 13C-edited intermolecular transferred NOESY (inter-TrNOESY) spectrum of the trp-repressor/operator complex (trp-rep/op) with [ul-13C/15N]-L-tryptophan corepressor using a computer program implementing complete relaxation and conformational exchange matrix (CORCEMA) methodology [Moseley et al. (1995) J. Magn. Reson. 108B, 243-261]. Using complete mixing time curves of three inter-TrNOESY peaks between the tryptophan and the Trp-rep/op, this self-consistent analysis determined the correlation time of the bound species (tauB = 13.5 ns) and the exchange off-rate (k(off) = 3.6 s(-1)) of the corepressor. In addition, the analysis estimated the correlation time of the free species (tauF approximately 0.15 ns). Also, we demonstrate the sensitivity of these inter-TrNOESY peaks to several factors including the k(off) and orientation of the tryptophan corepressor within the binding site. The analysis indicates that the crystal structure orientation for the corepressor is compatible with the solution NMR data.
NASA Astrophysics Data System (ADS)
Dainotti, Maria G.; Petrosian, Vahe'; Ostrowski, Michal
2015-01-01
Gamma-ray bursts (GRBs), which have been observed up to redshifts z ≈ 9.5 can be good probes of the early universe and have the potential of testing cosmological models. The analysis by Dainotti of GRB Swift afterglow lightcurves with known redshifts and definite X-ray plateau shows an anti-correlation between the
Case study of psychophysiological diary: infradian rhythms.
Slover, G P; Morris, R W; Stroebel, C F; Patel, M K
1987-01-01
A 4-year case study was made of a 42-year-old white woman as seen through the psychophysiological diary. There was an awakening diary and a bedtime diary composed of 125 variables. The data are divided into two series: series I containing a manic episode, and series II as a control. Spectral analysis shows infradian rhythms in hypoglycemia and fear (11 days) and time to fall asleep (5 days). Depressed feelings showed a circatrigintan (28-day) rhythm, which was not correlated with menses. Mania had an annual rhythm (spring) but no circatrigintan or less rhythm. The following correlations have a P value less than or equal to 0.01: mania was directly correlated with number of sleeping pills, time to really wake up, need for rest, moodiness, and helplessness, and indirectly with expectations, pressure at work, sense of time, and emotional state. Interestingly, awakening pulse is directly correlated with awakening temperature, number of sleeping pills, bedtime pulse, tiredness at bedtime, hypoglycemia, and fear. Bedtime pulse is directly correlated with awakening pulse and awakening temperature. Both pulse and temperature at bedtime are directly correlated with negative variables such as tiredness, moodiness, helplessness, and depression, and inversely correlated with positive variables such as happiness, loving, performance at work, and thinking efficiency. This study demonstrates a significant correlation between physiological variables.
Tucker-Drob, Elliot M.; Briley, Daniel A.
2014-01-01
The longitudinal rank-order stability of cognitive ability increases dramatically over the lifespan. Multiple theoretical perspectives have proposed that genetic and/or environmental mechanisms underlie the longitudinal stability of cognition, and developmental trends therein. However, the patterns of stability of genetic and environmental influences on cognition over the lifespan largely remain poorly understood. We searched for longitudinal studies of cognition that reported raw genetically-informative longitudinal correlations or parameter estimates from longitudinal behavior genetic models. We identified 150 combinations of time points and measures from 15 independent longitudinal samples. In total, longitudinal data came from 4,538 monozygotic twin pairs raised together, 7,777 dizygotic twin pairs raised together, 34 monozygotic twin pairs raised apart, 78 dizygotic twin pairs raised apart, 141 adoptive sibling pairs, and 143 non-adoptive sibling pairs, ranging in age from infancy through late adulthood. At all ages, cross-time genetic correlations and shared environmental correlations were substantially larger than cross-time nonshared environmental correlations. Cross-time correlations for genetic and shared environmental components were low during early childhood, increased sharply over child development, and remained relatively high from adolescence through late adulthood. Cross-time correlations for nonshared environmental components were low across childhood and increased gradually to moderate magnitudes in adulthood. Increasing phenotypic stability over child development was almost entirely mediated by genetic factors. Time-based decay of genetic and shared environmental stability was more pronounced earlier in child development. Results are interpreted in reference to theories of gene-environment interaction and correlation. PMID:24611582
A Disposable Tear Glucose Biosensor—Part 4
Engelschall, Erica; Lan, Kenneth; Shah, Pankti; Saez, Neil; Maxwell, Stephanie; Adamson, Teagan; Abou-Eid, Michelle; McAferty, Kenyon; Patel, Dharmendra R.; Cook, Curtiss B.
2014-01-01
Objective: A prototype tear glucose (TG) sensor was tested in New Zealand white rabbits to assess eye irritation, blood glucose (BG) and TG lag time, and correlation with BG. Methods: A total of 4 animals were used. Eye irritation was monitored by Lissamine green dye and analyzed using image analysis software. Lag time was correlated with an oral glucose load while recording TG and BG readings. Correlation between TG and BG were plotted against one another to form a correlation diagram, using a Yellow Springs Instrument (YSI) and self-monitoring of blood glucose as the reference measurements. Finally, TG levels were calculated using analytically derived expressions. Results: From repeated testing carried over the course of 12 months, little to no eye irritation was detected. TG fluctuations over time visually appeared to trace the same pattern as BG with an average lag times of 13 minutes. TG levels calculated from the device current measurements ranged from 4 to 20 mg/dL and correlated linearly with BG levels of 75-160 mg/dL (TG = 0.1723 BG = 7.9448 mg/dL; R2 = .7544). Conclusion: The first steps were taken toward preliminary development of a sensor for self-monitoring of tear glucose (SMTG). No conjunctival irritation in any of the animals was noted. Lag time between TG and BG was found to be noticeable, but a quantitative modeling to correlate lag time in this study is unnecessary. Measured currents from the sensors and the calculated TG showed promising correlation to BG levels. Previous analytical bench marking showed BG and TG levels consistent with other literature. PMID:24876546
Qualitative Video Analysis of Track-Cycling Team Pursuit in World-Class Athletes.
Sigrist, Samuel; Maier, Thomas; Faiss, Raphael
2017-11-01
Track-cycling team pursuit (TP) is a highly technical effort involving 4 athletes completing 4 km from a standing start, often in less than 240 s. Transitions between athletes leading the team are obviously of utmost importance. To perform qualitative video analyses of transitions of world-class athletes in TP competitions. Videos captured at 100 Hz were recorded for 77 races (including 96 different athletes) in 5 international track-cycling competitions (eg, UCI World Cups and World Championships) and analyzed for the 12 best teams in the UCI Track Cycling TP Olympic ranking. During TP, 1013 transitions were evaluated individually to extract quantitative (eg, average lead time, transition number, length, duration, height in the curve) and qualitative (quality of transition start, quality of return at the back of the team, distance between third and returning rider score) variables. Determination of correlation coefficients between extracted variables and end time allowed assessment of relationships between variables and relevance of the video analyses. Overall quality of transitions and end time were significantly correlated (r = .35, P = .002). Similarly, transition distance (r = .26, P = .02) and duration (r = .35, P = .002) were positively correlated with end time. Conversely, no relationship was observed between transition number, average lead time, or height reached in the curve and end time. Video analysis of TP races highlights the importance of quality transitions between riders, with preferably swift and short relays rather than longer lead times for faster race times.
NASA Astrophysics Data System (ADS)
Muñoz-Diosdado, A.
2005-01-01
We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems.
Forming Attitudes that Predict Future Behavior: A Meta-Analysis of the Attitude-Behavior Relation
ERIC Educational Resources Information Center
Glasman, Laura R.; Albarracin, Dolores
2006-01-01
A meta-analysis (k of conditions = 128; N = 4,598) examined the influence of factors present at the time an attitude is formed on the degree to which this attitude guides future behavior. The findings indicated that attitudes correlated with a future behavior more strongly when they were easy to recall (accessible) and stable over time. Because of…
Wang, Yi; Xiang, Ma; Wen, Ya-Dong; Yu, Chun-Xia; Wang, Luo-Ping; Zhao, Long-Lian; Li, Jun-Hui
2012-11-01
In this study, tobacco quality analysis of main Industrial classification of different years was carried out applying spectrum projection and correlation methods. The group of data was near-infrared (NIR) spectrum from Hongta Tobacco (Group) Co., Ltd. 5730 tobacco leaf Industrial classification samples from Yuxi in Yunnan province from 2007 to 2010 year were collected using near infrared spectroscopy, which from different parts and colors and all belong to tobacco varieties of HONGDA. The conclusion showed that, when the samples were divided to two part by the ratio of 2:1 randomly as analysis and verification sets in the same year, the verification set corresponded with the analysis set applying spectrum projection because their correlation coefficients were above 0.98. The correlation coefficients between two different years applying spectrum projection were above 0.97. The highest correlation coefficient was the one between 2008 and 2009 year and the lowest correlation coefficient was the one between 2007 and 2010 year. At the same time, The study discussed a method to get the quantitative similarity values of different industrial classification samples. The similarity and consistency values were instructive in combination and replacement of tobacco leaf blending.
Influence of geomagnetic activity and atmospheric pressure in hypertensive adults.
Azcárate, T; Mendoza, B
2017-09-01
We performed a study of the systolic and diastolic arterial blood pressure behavior under natural variables such as the atmospheric pressure and the horizontal geomagnetic field component. We worked with a group of eight adult hypertensive volunteers, four men and four women, with ages between 18 and 27 years in Mexico City during a geomagnetic storm in 2014. The data was divided by gender, age, and day/night cycle. We studied the time series using three methods: correlations, bivariate analysis, and superposed epoch (within a window of 2 days around the day of occurrence of a geomagnetic storm) analysis, between the systolic and diastolic blood pressure and the natural variables. The correlation analysis indicated a correlation between the systolic and diastolic blood pressure and the atmospheric pressure and the horizontal geomagnetic field component, being the largest during the night. Furthermore, the correlation and bivariate analyses showed that the largest correlations are between the systolic and diastolic blood pressure and the horizontal geomagnetic field component. Finally, the superposed epoch analysis showed that the largest number of significant changes in the blood pressure under the influence of geomagnetic field occurred in the systolic blood pressure for men.
Influence of geomagnetic activity and atmospheric pressure in hypertensive adults
NASA Astrophysics Data System (ADS)
Azcárate, T.; Mendoza, B.
2017-09-01
We performed a study of the systolic and diastolic arterial blood pressure behavior under natural variables such as the atmospheric pressure and the horizontal geomagnetic field component. We worked with a group of eight adult hypertensive volunteers, four men and four women, with ages between 18 and 27 years in Mexico City during a geomagnetic storm in 2014. The data was divided by gender, age, and day/night cycle. We studied the time series using three methods: correlations, bivariate analysis, and superposed epoch (within a window of 2 days around the day of occurrence of a geomagnetic storm) analysis, between the systolic and diastolic blood pressure and the natural variables. The correlation analysis indicated a correlation between the systolic and diastolic blood pressure and the atmospheric pressure and the horizontal geomagnetic field component, being the largest during the night. Furthermore, the correlation and bivariate analyses showed that the largest correlations are between the systolic and diastolic blood pressure and the horizontal geomagnetic field component. Finally, the superposed epoch analysis showed that the largest number of significant changes in the blood pressure under the influence of geomagnetic field occurred in the systolic blood pressure for men.
Quantitative analysis of the correlations in the Boltzmann-Grad limit for hard spheres
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pulvirenti, M.
2014-12-09
In this contribution I consider the problem of the validity of the Boltzmann equation for a system of hard spheres in the Boltzmann-Grad limit. I briefly review the results available nowadays with a particular emphasis on the celebrated Lanford’s validity theorem. Finally I present some recent results, obtained in collaboration with S. Simonella, concerning a quantitative analysis of the propagation of chaos. More precisely we introduce a quantity (the correlation error) measuring how close a j-particle rescaled correlation function at time t (sufficiently small) is far from the full statistical independence. Roughly speaking, a correlation error of order k, measuresmore » (in the context of the BBKGY hierarchy) the event in which k tagged particles form a recolliding group.« less
Global Interactions Analysis of Epileptic ECoG Data
NASA Astrophysics Data System (ADS)
Ortega, Guillermo J.; Sola, Rafael G.; Pastor, Jesús
2007-05-01
Localization of the epileptogenic zone is an important issue in epileptology, even though there is not a unique definition of the epileptic focus. The objective of the present study is to test ultrametric analysis to uncover cortical interactions in human epileptic data. Correlation analysis has been carried out over intraoperative Electro-Corticography (ECoG) data in 2 patients suffering from temporal lobe epilepsy (TLE). Recordings were obtained using a grid of 20 electrodes (5×4) covering the lateral temporal lobe and a strip of either 4 or 8 electrodes at the mesial temporal lobe. Ultrametric analysis was performed in the averaged final correlation matrices. By using the matrix of linear correlation coefficients and the appropriate metric distance between pairs of electrodes time series, we were able to construct Minimum Spanning Trees (MST). The topological connectivity displayed by these trees gives useful and valuable information regarding physiological and pathological information in the temporal lobe of epileptic patients.
Pathways for diffusion in the potential energy landscape of the network glass former SiO2
NASA Astrophysics Data System (ADS)
Niblett, S. P.; Biedermann, M.; Wales, D. J.; de Souza, V. K.
2017-10-01
We study the dynamical behaviour of a computer model for viscous silica, the archetypal strong glass former, and compare its diffusion mechanism with earlier studies of a fragile binary Lennard-Jones liquid. Three different methods of analysis are employed. First, the temperature and time scale dependence of the diffusion constant is analysed. Negative correlation of particle displacements influences transport properties in silica as well as in fragile liquids. We suggest that the difference between Arrhenius and super-Arrhenius diffusive behaviour results from competition between the correlation time scale and the caging time scale. Second, we analyse the dynamics using a geometrical definition of cage-breaking transitions that was proposed previously for fragile glass formers. We find that this definition accurately captures the bond rearrangement mechanisms that control transport in open network liquids, and reproduces the diffusion constants accurately at low temperatures. As the same method is applicable to both strong and fragile glass formers, we can compare correlation time scales in these two types of systems. We compare the time spent in chains of correlated cage breaks with the characteristic caging time and find that correlations in the fragile binary Lennard-Jones system persist for an order of magnitude longer than those in the strong silica system. We investigate the origin of the correlation behaviour by sampling the potential energy landscape for silica and comparing it with the binary Lennard-Jones model. We find no qualitative difference between the landscapes, but several metrics suggest that the landscape of the fragile liquid is rougher and more frustrated. Metabasins in silica are smaller than those in binary Lennard-Jones and contain fewer high-barrier processes. This difference probably leads to the observed separation of correlation and caging time scales.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kamışlıoğlu, Miraç, E-mail: m.kamislioglu@gmail.com; Külahcı, Fatih, E-mail: fatihkulahci@firat.edu.tr
Nonlinear time series analysis techniques have large application areas on the geoscience and geophysics fields. Modern nonlinear methods are provided considerable evidence for explain seismicity phenomena. In this study nonlinear time series analysis, fractal analysis and spectral analysis have been carried out for researching the chaotic behaviors of release radon gas ({sup 222}Rn) concentration occurring during seismic events. Nonlinear time series analysis methods (Lyapunov exponent, Hurst phenomenon, correlation dimension and false nearest neighbor) were applied for East Anatolian Fault Zone (EAFZ) Turkey and its surroundings where there are about 35,136 the radon measurements for each region. In this paper weremore » investigated of {sup 222}Rn behavior which it’s used in earthquake prediction studies.« less
NASA Astrophysics Data System (ADS)
Liu, Jian; Li, Baohe; Chen, Xiaosong
2018-02-01
The space-time coupled continuous time random walk model is a stochastic framework of anomalous diffusion with many applications in physics, geology and biology. In this manuscript the time averaged mean squared displacement and nonergodic property of a space-time coupled continuous time random walk model is studied, which is a prototype of the coupled continuous time random walk presented and researched intensively with various methods. The results in the present manuscript show that the time averaged mean squared displacements increase linearly with lag time which means ergodicity breaking occurs, besides, we find that the diffusion coefficient is intrinsically random which shows both aging and enhancement, the analysis indicates that the either aging or enhancement phenomena are determined by the competition between the correlation exponent γ and the waiting time's long-tailed index α.
Cross-correlations between the US monetary policy, US dollar index and crude oil market
NASA Astrophysics Data System (ADS)
Sun, Xinxin; Lu, Xinsheng; Yue, Gongzheng; Li, Jianfeng
2017-02-01
This paper investigates the cross-correlations between the US monetary policy, US dollar index and WTI crude oil market, using a dataset covering a period from February 4, 1994 to February 29, 2016. Our study contributes to the literature by examining the effect of the US monetary policy on US dollar index and WTI crude oil through the MF-DCCA approach. The empirical results show that the cross-correlations between the three sets of time series exhibit strong multifractal features with the strength of multifractality increasing over the sample period. Employing a rolling window analysis, our empirical results show that the US monetary policy operations have clear influences on the cross-correlated behavior of the three time series covered by this study.
Lu, Steven; Lam, Johnny; Trachtenberg, Jordan E; Lee, Esther J; Seyednejad, Hajar; van den Beucken, Jeroen J J P; Tabata, Yasuhiko; Kasper, F Kurtis; Scott, David W; Wong, Mark E; Jansen, John A; Mikos, Antonios G
2015-12-01
The present work investigated correlations between cartilage and subchondral bone repair, facilitated by a growth factor-delivering scaffold, in a rabbit osteochondral defect model. Histological scoring indices and microcomputed tomography morphological parameters were used to evaluate cartilage and bone repair, respectively, at 6 and 12 weeks. Correlation analysis revealed significant associations between specific cartilage indices and subchondral bone parameters that varied with location in the defect (cortical vs. trabecular region), time point (6 vs. 12 weeks), and experimental group (insulin-like growth factor-1 only, bone morphogenetic protein-2 only, or both growth factors). In particular, significant correlations consistently existed between cartilage surface regularity and bone quantity parameters. Overall, correlation analysis between cartilage and bone repair provided a fuller understanding of osteochondral repair and can help drive informed studies for future osteochondral regeneration strategies.
Introduction and application of the multiscale coefficient of variation analysis.
Abney, Drew H; Kello, Christopher T; Balasubramaniam, Ramesh
2017-10-01
Quantifying how patterns of behavior relate across multiple levels of measurement typically requires long time series for reliable parameter estimation. We describe a novel analysis that estimates patterns of variability across multiple scales of analysis suitable for time series of short duration. The multiscale coefficient of variation (MSCV) measures the distance between local coefficient of variation estimates within particular time windows and the overall coefficient of variation across all time samples. We first describe the MSCV analysis and provide an example analytical protocol with corresponding MATLAB implementation and code. Next, we present a simulation study testing the new analysis using time series generated by ARFIMA models that span white noise, short-term and long-term correlations. The MSCV analysis was observed to be sensitive to specific parameters of ARFIMA models varying in the type of temporal structure and time series length. We then apply the MSCV analysis to short time series of speech phrases and musical themes to show commonalities in multiscale structure. The simulation and application studies provide evidence that the MSCV analysis can discriminate between time series varying in multiscale structure and length.
DOE Office of Scientific and Technical Information (OSTI.GOV)
McCuller, Lee Patrick
2015-12-01
The Holometer is designed to test for a Planck diffractive-scaling uncertainty in long-baseline position measurements due to an underlying noncommutative geometry normalized to relate Black hole entropy bounds of the Holographic principle to the now-finite number of position states. The experiment overlaps two independent 40 meter optical Michelson interferometers to detect the proposed uncertainty as a common broadband length fluctuation. 150 hours of instrument cross-correlation data are analyzed to test the prediction of a correlated noise magnitude ofmore » $$7\\times10^{−21}$$ m/$$\\sqrt{\\rm Hz}$$ with an effective bandwidth of 750kHz. The interferometers each have a quantum-limited sensitivity of $$2.5\\times 10^{−18}$$ m/$$\\sqrt{\\rm Hz}$$, but their correlation with a time-bandwidth product of $$4\\times 10^{11}$$ digs between the noise floors in search for the covarying geometric jitter. The data presents an exclusion of 5 standard deviations for the tested model. This exclusion is defended through analysis of the calibration methods for the instrument as well as further sub shot noise characterization of the optical systems to limit spurious background-correlations from undermining the signal.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wagner, G.W.; Hanson, B.E.
1989-07-05
The theory of carbon-13 NMR line widths in the solid state for molecules with large chemical shift anisotropies is applied to the adsorbed molybdenum subcarbonyls Mo(CO){sub 3}(ads) and Mo(CO){sub 5}(ads). Correlation times for the rotation of the molybdenum subcarbonyl groups Mo(CO){sub 3}(ads) and Mo(CO){sub 5}(ads) on partially dehydroxylated alumina are calculated. Good agreement is obtained between data reported at observation frequencies of 15 to 75.5 MHz for carbon-13 for Mo(CO){sub 3}(ads). The correlation time for this adsorbed species is calculated to have a lower limit of 4.6 {plus minus} 0.5 ms. The presence of broad lines in the room temperaturemore » spectra for Mo(CO){sub 3}(ads) is thus explained by a slow molecular motion. Data for Mo(CO){sub 5}(ads) are available at observation frequencies of 15 to 90.5 MHz. A good fit to the experimental data is obtained assuming either long or short correlation times for this species. Thus literature estimates of <10{sup {minus}6}s for the correlation time for this species cannot be confirmed with certainty from the analysis presented here.« less
Shi, Ximin; Li, Nan; Ding, Haiyan; Dang, Yonghong; Hu, Guilan; Liu, Shuai; Cui, Jie; Zhang, Yue; Li, Fang; Zhang, Hui; Huo, Li
2018-01-01
Kinetic modeling of dynamic 11 C-acetate PET imaging provides quantitative information for myocardium assessment. The quality and quantitation of PET images are known to be dependent on PET reconstruction methods. This study aims to investigate the impacts of reconstruction algorithms on the quantitative analysis of dynamic 11 C-acetate cardiac PET imaging. Suspected alcoholic cardiomyopathy patients ( N = 24) underwent 11 C-acetate dynamic PET imaging after low dose CT scan. PET images were reconstructed using four algorithms: filtered backprojection (FBP), ordered subsets expectation maximization (OSEM), OSEM with time-of-flight (TOF), and OSEM with both time-of-flight and point-spread-function (TPSF). Standardized uptake values (SUVs) at different time points were compared among images reconstructed using the four algorithms. Time-activity curves (TACs) in myocardium and blood pools of ventricles were generated from the dynamic image series. Kinetic parameters K 1 and k 2 were derived using a 1-tissue-compartment model for kinetic modeling of cardiac flow from 11 C-acetate PET images. Significant image quality improvement was found in the images reconstructed using iterative OSEM-type algorithms (OSME, TOF, and TPSF) compared with FBP. However, no statistical differences in SUVs were observed among the four reconstruction methods at the selected time points. Kinetic parameters K 1 and k 2 also exhibited no statistical difference among the four reconstruction algorithms in terms of mean value and standard deviation. However, for the correlation analysis, OSEM reconstruction presented relatively higher residual in correlation with FBP reconstruction compared with TOF and TPSF reconstruction, and TOF and TPSF reconstruction were highly correlated with each other. All the tested reconstruction algorithms performed similarly for quantitative analysis of 11 C-acetate cardiac PET imaging. TOF and TPSF yielded highly consistent kinetic parameter results with superior image quality compared with FBP. OSEM was relatively less reliable. Both TOF and TPSF were recommended for cardiac 11 C-acetate kinetic analysis.
NASA Astrophysics Data System (ADS)
Jiang, Weiping; Ma, Jun; Li, Zhao; Zhou, Xiaohui; Zhou, Boye
2018-05-01
The analysis of the correlations between the noise in different components of GPS stations has positive significance to those trying to obtain more accurate uncertainty of velocity with respect to station motion. Previous research into noise in GPS position time series focused mainly on single component evaluation, which affects the acquisition of precise station positions, the velocity field, and its uncertainty. In this study, before and after removing the common-mode error (CME), we performed one-dimensional linear regression analysis of the noise amplitude vectors in different components of 126 GPS stations with a combination of white noise, flicker noise, and random walking noise in Southern California. The results show that, on the one hand, there are above-moderate degrees of correlation between the white noise amplitude vectors in all components of the stations before and after removal of the CME, while the correlations between flicker noise amplitude vectors in horizontal and vertical components are enhanced from un-correlated to moderately correlated by removing the CME. On the other hand, the significance tests show that, all of the obtained linear regression equations, which represent a unique function of the noise amplitude in any two components, are of practical value after removing the CME. According to the noise amplitude estimates in two components and the linear regression equations, more accurate noise amplitudes can be acquired in the two components.
Spatial correlation in precipitation trends in the Brazilian Amazon
NASA Astrophysics Data System (ADS)
Buarque, Diogo Costa; Clarke, Robin T.; Mendes, Carlos Andre Bulhoes
2010-06-01
A geostatistical analysis of variables derived from Amazon daily precipitation records (trends in annual precipitation totals, trends in annual maximum precipitation accumulated over 1-5 days, trend in length of dry spell, trend in number of wet days per year) gave results that are consistent with those previously reported. Averaged over the Brazilian Amazon region as a whole, trends in annual maximum precipitations were slightly negative, the trend in the length of dry spell was slightly positive, and the trend in the number of wet days in the year was slightly negative. For trends in annual maximum precipitation accumulated over 1-5 days, spatial correlation between trends was found to extend up to a distance equivalent to at least half a degree of latitude or longitude, with some evidence of anisotropic correlation. Time trends in annual precipitation were found to be spatially correlated up to at least ten degrees of separation, in both W-E and S-N directions. Anisotropic spatial correlation was strongly evident in time trends in length of dry spell with much stronger evidence of spatial correlation in the W-E direction, extending up to at least five degrees of separation, than in the S-N. Because the time trends analyzed are shown to be spatially correlated, it is argued that methods at present widely used to test the statistical significance of climate trends over time lead to erroneous conclusions if spatial correlation is ignored, because records from different sites are assumed to be statistically independent.
A study of correlations between crude oil spot and futures markets: A rolling sample test
NASA Astrophysics Data System (ADS)
Liu, Li; Wan, Jieqiu
2011-10-01
In this article, we investigate the asymmetries of exceedance correlations and cross-correlations between West Texas Intermediate (WTI) spot and futures markets. First, employing the test statistic proposed by Hong et al. [Asymmetries in stock returns: statistical tests and economic evaluation, Review of Financial Studies 20 (2007) 1547-1581], we find that the exceedance correlations were overall symmetric. However, the results from rolling windows show that some occasional events could induce the significant asymmetries of the exceedance correlations. Second, employing the test statistic proposed by Podobnik et al. [Quantifying cross-correlations using local and global detrending approaches, European Physics Journal B 71 (2009) 243-250], we find that the cross-correlations were significant even for large lagged orders. Using the detrended cross-correlation analysis proposed by Podobnik and Stanley [Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series, Physics Review Letters 100 (2008) 084102], we find that the cross-correlations were weakly persistent and were stronger between spot and futures contract with larger maturity. Our results from rolling sample test also show the apparent effects of the exogenous events. Additionally, we have some relevant discussions on the obtained evidence.
Choi, Seong Hee; Zhang, Yu; Jiang, Jack J.; Bless, Diane M.; Welham, Nathan V.
2011-01-01
Objective The primary goal of this study was to evaluate a nonlinear dynamic approach to the acoustic analysis of dysphonia associated with vocal fold scar and sulcus vocalis. Study Design Case-control study. Methods Acoustic voice samples from scar/sulcus patients and age/sex-matched controls were analyzed using correlation dimension (D2) and phase plots, time-domain based perturbation indices (jitter, shimmer, signal-to-noise ratio [SNR]), and an auditory-perceptual rating scheme. Signal typing was performed to identify samples with bifurcations and aperiodicity. Results Type 2 and 3 acoustic signals were highly represented in the scar/sulcus patient group. When data were analyzed irrespective of signal type, all perceptual and acoustic indices successfully distinguished scar/sulcus patients from controls. Removal of type 2 and 3 signals eliminated the previously identified differences between experimental groups for all acoustic indices except D2. The strongest perceptual-acoustic correlation in our dataset was observed for SNR; the weakest correlation was observed for D2. Conclusions These findings suggest that D2 is inferior to time-domain based perturbation measures for the analysis of dysphonia associated with scar/sulcus; however, time-domain based algorithms are inherently susceptible to inflation under highly aperiodic (i.e., type 2 and 3) signal conditions. Auditory-perceptual analysis, unhindered by signal aperiodicity, is therefore a robust strategy for distinguishing scar/sulcus patient voices from normal voices. Future acoustic analysis research in this area should consider alternative (e.g., frequency- and quefrency-domain based) measures alongside additional nonlinear approaches. PMID:22516315
Time correlation between mononucleosis and initial symptoms of MS
Endriz, John; Ho, Peggy P.
2017-01-01
Objective: To determine the average age of MS onset vs the age at which Epstein-Barr infection has previously occurred and stratify this analysis by sex and the blood level of Epstein-Barr nuclear antigen 1 (EBNA1) antibody. Methods: Using infectious mononucleosis (IM) as a temporal marker in data from the Swedish epidemiologic investigation of MS, 259 adult IM/MS cases were identified and then augmented to account for “missing” childhood data so that the average age of MS onset could be determined for cases binned by age of IM (as stratified by sex and EBNA1 titer level). Results: Mean age of IM vs mean age of MS reveals a positive time correlation for all IM ages (from ∼5 to ∼30 years), with IM-to-MS delay decreasing with increased age. When bifurcated by sex or EBNA1 blood titer levels, males and high-titer subpopulations show even stronger positive time correlation, while females and low-titer populations show negative time correlation in early childhood (long IM/MS delay). The correlation becomes positive in females beyond puberty. Conclusions: IM/MS time correlation implies causality if IM is time random. Alternative confounding models seem implausible, in light of constraints imposed by time-invariant delay observed here. Childhood infection with Epstein-Barr virus (EBV) in females and/or those genetically prone to low EBNA1 blood titers will develop MS slowly. Males and/or high EBNA1-prone develop MS more rapidly following IM infection at all ages. For all, postpubescent EBV infection is critical for the initiation and rapid development of MS. PMID:28271078
Fletcher, Richard S; Mullen, Jack L; Heiliger, Annie; McKay, John K
2015-01-01
Drought escape and dehydration avoidance represent alternative strategies for drought adaptation in annual crops. The mechanisms underlying these two strategies are reported to have a negative correlation, suggesting a trade-off. We conducted a quantitative trait locus (QTL) analysis of flowering time and root mass, traits representing each strategy, in Brassica napus to understand if a trade-off exists and what the genetic basis might be. Our field experiment used a genotyped population of doubled haploid lines and included both irrigated and rainfed treatments, allowing analysis of plasticity in each trait. We found strong genetic correlations among all traits, suggesting a trade-off among traits may exist. Summing across traits and treatments we found 20 QTLs, but many of these co-localized to two major QTLs, providing evidence that the trade-off is genetically constrained. To understand the mechanistic relationship between root mass, flowering time, and QTLs, we analysed the data by conditioning upon correlated traits. Our results suggest a causal model where such QTLs affect root mass directly as well as through their impacts on flowering time. Additionally, we used draft Brassica genomes to identify orthologues of well characterized Arabidopsis thaliana flowering time genes as candidate genes. This research provides valuable clues to breeding for drought adaptation as it is the first to analyse the inheritance of the root system in B. napus in relation to drought. © The Author 2014. Published by Oxford University Press on behalf of the Society for Experimental Biology.
Kuiper, Gerhardus J A J M; Houben, Rik; Wetzels, Rick J H; Verhezen, Paul W M; Oerle, Rene van; Ten Cate, Hugo; Henskens, Yvonne M C; Lancé, Marcus D
2017-11-01
Low platelet counts and hematocrit levels hinder whole blood point-of-care testing of platelet function. Thus far, no reference ranges for MEA (multiple electrode aggregometry) and PFA-100 (platelet function analyzer 100) devices exist for low ranges. Through dilution methods of volunteer whole blood, platelet function at low ranges of platelet count and hematocrit levels was assessed on MEA for four agonists and for PFA-100 in two cartridges. Using (multiple) regression analysis, 95% reference intervals were computed for these low ranges. Low platelet counts affected MEA in a positive correlation (all agonists showed r 2 ≥ 0.75) and PFA-100 in an inverse correlation (closure times were prolonged with lower platelet counts). Lowered hematocrit did not affect MEA testing, except for arachidonic acid activation (ASPI), which showed a weak positive correlation (r 2 = 0.14). Closure time on PFA-100 testing was inversely correlated with hematocrit for both cartridges. Regression analysis revealed different 95% reference intervals in comparison with originally established intervals for both MEA and PFA-100 in low platelet or hematocrit conditions. Multiple regression analysis of ASPI and both tests on the PFA-100 for combined low platelet and hematocrit conditions revealed that only PFA-100 testing should be adjusted for both thrombocytopenia and anemia. 95% reference intervals were calculated using multiple regression analysis. However, coefficients of determination of PFA-100 were poor, and some variance remained unexplained. Thus, in this pilot study using (multiple) regression analysis, we could establish reference intervals of platelet function in anemia and thrombocytopenia conditions on PFA-100 and in thrombocytopenia conditions on MEA.
Hanson, Erin K.; Ballantyne, Jack
2010-01-01
The ability to determine the time since deposition of a bloodstain found at a crime scene could prove invaluable to law enforcement investigators, defining the time frame in which the individual depositing the evidence was present. Although various methods of accomplishing this have been proposed, none has gained widespread use due to poor time resolution and weak age correlation. We have developed a method for the estimation of the time since deposition (TSD) of dried bloodstains using UV-VIS spectrophotometric analysis of hemoglobin (Hb) that is based upon its characteristic oxidation chemistry. A detailed study of the Hb Soret band (λmax = 412 nm) in aged bloodstains revealed a blue shift (shift to shorter wavelength) as the age of the stain increases. The extent of this shift permits, for the first time, a distinction to be made between bloodstains that were deposited minutes, hours, days and weeks prior to recovery and analysis. The extent of the blue shift was found to be a function of ambient relative humidity and temperature. The method is extremely sensitive, requiring as little as a 1 µl dried bloodstain for analysis. We demonstrate that it might be possible to perform TSD measurements at the crime scene using a portable low-sample-volume spectrophotometer. PMID:20877468
Correlation mass method for analysis of neutrinos from supernova 1987A
NASA Technical Reports Server (NTRS)
Chiu, Hong-Yee; Chan, Kwing L.; Kondo, Yoji
1988-01-01
Application of a time-energy correlation method to the Kamiokande II (KII) observations of neutrinos apparently emitted from supernova 1987A has yielded a neutrino rest mass of 3.6 eV. A Monte Carlo analysis shows a reconfirming probabilty distribution for the neutrino rest mass peaked at 2.8, and dropping to 50 percent of the peak at 1.4 and 4.8 eV. Although the KII data indicate a very short time scale of emission, over an extended period on the order of 10 sec, both data from the Irvine-Michigan-Brookhaven experiment and the KII data show a tendency for the more energetic neutrinos to be emitted earlier at the source, suggesting the possibility of cooling.
Carleton, W. Christopher; Campbell, David
2018-01-01
Statistical time-series analysis has the potential to improve our understanding of human-environment interaction in deep time. However, radiocarbon dating—the most common chronometric technique in archaeological and palaeoenvironmental research—creates challenges for established statistical methods. The methods assume that observations in a time-series are precisely dated, but this assumption is often violated when calibrated radiocarbon dates are used because they usually have highly irregular uncertainties. As a result, it is unclear whether the methods can be reliably used on radiocarbon-dated time-series. With this in mind, we conducted a large simulation study to investigate the impact of chronological uncertainty on a potentially useful time-series method. The method is a type of regression involving a prediction algorithm called the Poisson Exponentially Weighted Moving Average (PEMWA). It is designed for use with count time-series data, which makes it applicable to a wide range of questions about human-environment interaction in deep time. Our simulations suggest that the PEWMA method can often correctly identify relationships between time-series despite chronological uncertainty. When two time-series are correlated with a coefficient of 0.25, the method is able to identify that relationship correctly 20–30% of the time, providing the time-series contain low noise levels. With correlations of around 0.5, it is capable of correctly identifying correlations despite chronological uncertainty more than 90% of the time. While further testing is desirable, these findings indicate that the method can be used to test hypotheses about long-term human-environment interaction with a reasonable degree of confidence. PMID:29351329
Carleton, W Christopher; Campbell, David; Collard, Mark
2018-01-01
Statistical time-series analysis has the potential to improve our understanding of human-environment interaction in deep time. However, radiocarbon dating-the most common chronometric technique in archaeological and palaeoenvironmental research-creates challenges for established statistical methods. The methods assume that observations in a time-series are precisely dated, but this assumption is often violated when calibrated radiocarbon dates are used because they usually have highly irregular uncertainties. As a result, it is unclear whether the methods can be reliably used on radiocarbon-dated time-series. With this in mind, we conducted a large simulation study to investigate the impact of chronological uncertainty on a potentially useful time-series method. The method is a type of regression involving a prediction algorithm called the Poisson Exponentially Weighted Moving Average (PEMWA). It is designed for use with count time-series data, which makes it applicable to a wide range of questions about human-environment interaction in deep time. Our simulations suggest that the PEWMA method can often correctly identify relationships between time-series despite chronological uncertainty. When two time-series are correlated with a coefficient of 0.25, the method is able to identify that relationship correctly 20-30% of the time, providing the time-series contain low noise levels. With correlations of around 0.5, it is capable of correctly identifying correlations despite chronological uncertainty more than 90% of the time. While further testing is desirable, these findings indicate that the method can be used to test hypotheses about long-term human-environment interaction with a reasonable degree of confidence.
Poetzsch, Michael; Steuer, Andrea E; Roemmelt, Andreas T; Baumgartner, Markus R; Kraemer, Thomas
2014-12-02
Single hair analysis normally requires extensive sample preparation microscale protocols including time-consuming steps like segmentation and extraction. Matrix assisted laser desorption and ionization mass spectrometric imaging (MALDI-MSI) was shown to be an alternative tool in single hair analysis, but still, questions remain. Therefore, an investigation of MALDI-MSI in single hair analysis concerning the extraction process, usage of internal standard (IS), and influences on the ionization processes were systematically investigated to enable the reliable application to hair analysis. Furthermore, single dose detection, quantitative correlation to a single hair, and hair strand LC-MS/MS results were performed, and the performance was compared to LC-MS/MS single hair monitoring. The MALDI process was shown to be independent from natural hair color and not influenced by the presence of melanin. Ionization was shown to be reproducible along and in between different hair samples. MALDI image intensities in single hair and hair snippets showed good semiquantitative correlation to zolpidem hair concentrations obtained from validated routine LC-MS/MS methods. MALDI-MSI is superior to LC-MS/MS analysis when a fast, easy, and cheap sample preparation is necessary, whereas LC-MS/MS showed higher sensitivity with the ability of single dose detection for zolpidem. MALDI-MSI and LC-MS/MS segmental single hair analysis showed good correlation, and both are suitable for consumption monitoring of drugs of abuse with a high time resolution.
Shared genetic aetiology of puberty timing between sexes and with health-related outcomes
Day, Felix R.; Bulik-Sullivan, Brendan; Hinds, David A.; Finucane, Hilary K.; Murabito, Joanne M.; Tung, Joyce Y.; Ong, Ken K.; Perry, John R.B.
2015-01-01
Understanding of the genetic regulation of puberty timing has come largely from studies of rare disorders and population-based studies in women. Here, we report the largest genomic analysis for puberty timing in 55,871 men, based on recalled age at voice breaking. Analysis across all genomic variants reveals strong genetic correlation (0.74, P=2.7 × 10−70) between male and female puberty timing. However, some loci show sex-divergent effects, including directionally opposite effects between sexes at the SIM1/MCHR2 locus (Pheterogeneity=1.6 × 10−12). We find five novel loci for puberty timing (P<5 × 10−8), in addition to nine signals in men that were previously reported in women. Newly implicated genes include two retinoic acid-related receptors, RORB and RXRA, and two genes reportedly disrupted in rare disorders of puberty, LEPR and KAL1. Finally, we identify genetic correlations that indicate shared aetiologies in both sexes between puberty timing and body mass index, fasting insulin levels, lipid levels, type 2 diabetes and cardiovascular disease. PMID:26548314
Shared genetic aetiology of puberty timing between sexes and with health-related outcomes.
Day, Felix R; Bulik-Sullivan, Brendan; Hinds, David A; Finucane, Hilary K; Murabito, Joanne M; Tung, Joyce Y; Ong, Ken K; Perry, John R B
2015-11-09
Understanding of the genetic regulation of puberty timing has come largely from studies of rare disorders and population-based studies in women. Here, we report the largest genomic analysis for puberty timing in 55,871 men, based on recalled age at voice breaking. Analysis across all genomic variants reveals strong genetic correlation (0.74, P=2.7 × 10(-70)) between male and female puberty timing. However, some loci show sex-divergent effects, including directionally opposite effects between sexes at the SIM1/MCHR2 locus (Pheterogeneity=1.6 × 10(-12)). We find five novel loci for puberty timing (P<5 × 10(-8)), in addition to nine signals in men that were previously reported in women. Newly implicated genes include two retinoic acid-related receptors, RORB and RXRA, and two genes reportedly disrupted in rare disorders of puberty, LEPR and KAL1. Finally, we identify genetic correlations that indicate shared aetiologies in both sexes between puberty timing and body mass index, fasting insulin levels, lipid levels, type 2 diabetes and cardiovascular disease.
Sensitivity analysis of water consumption in an office building
NASA Astrophysics Data System (ADS)
Suchacek, Tomas; Tuhovcak, Ladislav; Rucka, Jan
2018-02-01
This article deals with sensitivity analysis of real water consumption in an office building. During a long-term real study, reducing of pressure in its water connection was simulated. A sensitivity analysis of uneven water demand was conducted during working time at various provided pressures and at various time step duration. Correlations between maximal coefficients of water demand variation during working time and provided pressure were suggested. The influence of provided pressure in the water connection on mean coefficients of water demand variation was pointed out, altogether for working hours of all days and separately for days with identical working hours.
Savtchouk, Iaroslav; Carriero, Giovanni; Volterra, Andrea
2018-01-01
Recent advances in fast volumetric imaging have enabled rapid generation of large amounts of multi-dimensional functional data. While many computer frameworks exist for data storage and analysis of the multi-gigabyte Ca 2+ imaging experiments in neurons, they are less useful for analyzing Ca 2+ dynamics in astrocytes, where transients do not follow a predictable spatio-temporal distribution pattern. In this manuscript, we provide a detailed protocol and commentary for recording and analyzing three-dimensional (3D) Ca 2+ transients through time in GCaMP6f-expressing astrocytes of adult brain slices in response to axonal stimulation, using our recently developed tools to perform interactive exploration, filtering, and time-correlation analysis of the transients. In addition to the protocol, we release our in-house software tools and discuss parameters pertinent to conducting axonal stimulation/response experiments across various brain regions and conditions. Our software tools are available from the Volterra Lab webpage at https://wwwfbm.unil.ch/dnf/group/glia-an-active-synaptic-partner/member/volterra-andrea-volterra in the form of software plugins for Image J (NIH)-a de facto standard in scientific image analysis. Three programs are available: MultiROI_TZ_profiler for interactive graphing of several movable ROIs simultaneously, Gaussian_Filter5D for Gaussian filtering in several dimensions, and Correlation_Calculator for computing various cross-correlation parameters on voxel collections through time.
Natural Gas Prices Forecast Comparison--AEO vs. Natural Gas Markets
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wong-Parodi, Gabrielle; Lekov, Alex; Dale, Larry
This paper evaluates the accuracy of two methods to forecast natural gas prices: using the Energy Information Administration's ''Annual Energy Outlook'' forecasted price (AEO) and the ''Henry Hub'' compared to U.S. Wellhead futures price. A statistical analysis is performed to determine the relative accuracy of the two measures in the recent past. A statistical analysis suggests that the Henry Hub futures price provides a more accurate average forecast of natural gas prices than the AEO. For example, the Henry Hub futures price underestimated the natural gas price by 35 cents per thousand cubic feet (11.5 percent) between 1996 and 2003more » and the AEO underestimated by 71 cents per thousand cubic feet (23.4 percent). Upon closer inspection, a liner regression analysis reveals that two distinct time periods exist, the period between 1996 to 1999 and the period between 2000 to 2003. For the time period between 1996 to 1999, AEO showed a weak negative correlation (R-square = 0.19) between forecast price by actual U.S. Wellhead natural gas price versus the Henry Hub with a weak positive correlation (R-square = 0.20) between forecasted price and U.S. Wellhead natural gas price. During the time period between 2000 to 2003, AEO shows a moderate positive correlation (R-square = 0.37) between forecasted natural gas price and U.S. Wellhead natural gas price versus the Henry Hub that show a moderate positive correlation (R-square = 0.36) between forecast price and U.S. Wellhead natural gas price. These results suggest that agencies forecasting natural gas prices should consider incorporating the Henry Hub natural gas futures price into their forecasting models along with the AEO forecast. Our analysis is very preliminary and is based on a very small data set. Naturally the results of the analysis may change, as more data is made available.« less
A Statistical Reappraisal in the Relationship between Global and Greek Seismic Activity
NASA Astrophysics Data System (ADS)
Liritzis, I.; Diagourtas, D.; Makropoulos, C.
1995-01-01
For the period 1917 1987, Greek seismic activity exhibits a very significant positive correlation to the preceding global activity with a time-lag of 15 years. It seems that all Greece and the two characteristic areas in which we have separated it (Greece without Arc, and the area of the Greek seismic Arc), follow the global seismic activity but with a time-shift of 15 years. Moreover, it seems to exist an intrinsic interaction mechanism between the Greek seismic arc and the rest of Greece, which may be deduced by their different behavior exhibited when they are correlated with the global activity, as well as from the correlation between themselves, where a very significant positive correlation has been found with a time-lag of 3 years, for Greece without arc preceding. A quasi-periodic term of 30-yrs is also observed in these detailed four seismic time-series. The cross-correlation analysis of seismic time-series, as shown, is served as a powerful tool to clarify the complicated space-time pattern of the world wide mosaic of tectonic plate motions. The implications of spring-block model of tectonic plates interaction is invoked, considering the earth's rotation rate changes as their triggering agent. Particular emphasis is given to the potential of such studies in earthquake prediction efforts from local or regional scales to a global scale and vice-versa.
Correction of Measured Taxicab Exhaust Emission Data Based on Cmem Modle
NASA Astrophysics Data System (ADS)
Li, Q.; Jia, T.
2017-09-01
Carbon dioxide emissions from urban road traffic mainly come from automobile exhaust. However, the carbon dioxide emissions obtained by the instruments are unreliable due to time delay error. In order to improve the reliability of data, we propose a method to correct the measured vehicles' carbon dioxide emissions from instrument based on the CMEM model. Firstly, the synthetic time series of carbon dioxide emissions are simulated by CMEM model and GPS velocity data. Then, taking the simulation data as the control group, the time delay error of the measured carbon dioxide emissions can be estimated by the asynchronous correlation analysis, and the outliers can be automatically identified and corrected using the principle of DTW algorithm. Taking the taxi trajectory data of Wuhan as an example, the results show that (1) the correlation coefficient between the measured data and the control group data can be improved from 0.52 to 0.59 by mitigating the systematic time delay error. Furthermore, by adjusting the outliers which account for 4.73 % of the total data, the correlation coefficient can raise to 0.63, which suggests strong correlation. The construction of low carbon traffic has become the focus of the local government. In order to respond to the slogan of energy saving and emission reduction, the distribution of carbon emissions from motor vehicle exhaust emission was studied. So our corrected data can be used to make further air quality analysis.
Thompson, William H; Fransson, Peter
2015-01-01
When studying brain connectivity using fMRI, signal intensity time-series are typically correlated with each other in time to compute estimates of the degree of interaction between different brain regions and/or networks. In the static connectivity case, the problem of defining which connections that should be considered significant in the analysis can be addressed in a rather straightforward manner by a statistical thresholding that is based on the magnitude of the correlation coefficients. More recently, interest has come to focus on the dynamical aspects of brain connectivity and the problem of deciding which brain connections that are to be considered relevant in the context of dynamical changes in connectivity provides further options. Since we, in the dynamical case, are interested in changes in connectivity over time, the variance of the correlation time-series becomes a relevant parameter. In this study, we discuss the relationship between the mean and variance of brain connectivity time-series and show that by studying the relation between them, two conceptually different strategies to analyze dynamic functional brain connectivity become available. Using resting-state fMRI data from a cohort of 46 subjects, we show that the mean of fMRI connectivity time-series scales negatively with its variance. This finding leads to the suggestion that magnitude- versus variance-based thresholding strategies will induce different results in studies of dynamic functional brain connectivity. Our assertion is exemplified by showing that the magnitude-based strategy is more sensitive to within-resting-state network (RSN) connectivity compared to between-RSN connectivity whereas the opposite holds true for a variance-based analysis strategy. The implications of our findings for dynamical functional brain connectivity studies are discussed.
Mobile, Multimodal, Label-Free Imaging Probe Analysis of Choroidal Oximetry and Retinal Hypoxia
2017-12-01
these same eye injuries. Primary blast-induced injury (PBI), which can occur in eyes that are not punctured or ruptured by the blast, is correlated ...optimization. (1A-F) The component of our PBI- devices, output pressure detection sensor, amplifier, and input pressure panel. (1G) Correlation between...by changing the setting of blast generator. (2A-B) Correlation between output pressure and blast time duration. (2C) After PBI- treatment, the eyes of
Cabrieto, Jedelyn; Tuerlinckx, Francis; Kuppens, Peter; Hunyadi, Borbála; Ceulemans, Eva
2018-01-15
Detecting abrupt correlation changes in multivariate time series is crucial in many application fields such as signal processing, functional neuroimaging, climate studies, and financial analysis. To detect such changes, several promising correlation change tests exist, but they may suffer from severe loss of power when there is actually more than one change point underlying the data. To deal with this drawback, we propose a permutation based significance test for Kernel Change Point (KCP) detection on the running correlations. Given a requested number of change points K, KCP divides the time series into K + 1 phases by minimizing the within-phase variance. The new permutation test looks at how the average within-phase variance decreases when K increases and compares this to the results for permuted data. The results of an extensive simulation study and applications to several real data sets show that, depending on the setting, the new test performs either at par or better than the state-of-the art significance tests for detecting the presence of correlation changes, implying that its use can be generally recommended.
Day-Scale Variability of 3C 279 and Searches for Correlations in Gamma-Ray, X-Ray and Optical Bands
NASA Technical Reports Server (NTRS)
Hartman, R. C.; Villata, M.; Balonek, T. J.; Bertsch, D. L.; Bock, H.; Boettcher, M.; Carini, M. T.; Collmar, W.; DeFrancesco, G.; Ferrera, E. C.;
2001-01-01
Light curves of 3C 279 are presented in optical (R-band), X-rays (RXTE/PCA), and gamma rays (CGRO/EGRET) for 1999 Jan-Feb and 2000 Jan-Mar. During both of those epochs the gamma-ray levels were high, and all three observed bands demonstrated substantial variation, on time scales as short as one day. Correlation analyses provided no consistent pattern, although a rather significant optical/gamma-ray correlation was seen in 1999, with a gamma-ray lag of approximately 2.5 days, and there are other suggestions of correlations in the light curves. For comparison, correlation analysis is also presented for the gamma-ray and X-ray light curves during the large gamma-ray flare in 1996 Feb and the two gamma-bright weeks leading up to it; the correlation at that time was strong, with a gamma-ray/X-ray offset of no more than one day.
Yokoyama, Kazuhiko; Itoman, Moritoshi; Uchino, Masataka; Fukushima, Kensuke; Nitta, Hiroshi; Kojima, Yoshiaki
2008-10-01
The purpose of this study was to evaluate contributing factors affecting deep infection and fracture healing of open tibia fractures treated with locked intramedullary nailing (IMN) by multivariate analysis. We examined 99 open tibial fractures (98 patients) treated with immediate or delayed locked IMN in static fashion from 1991 to 2002. Multivariate analyses following univariate analyses were derived to determine predictors of deep infection, nonunion, and healing time to union. The following predictive variables of deep infection were selected for analysis: age, sex, Gustilo type, fracture grade by AO type, fracture location, timing or method of IMN, reamed or unreamed nailing, debridement time (< or =6 h or >6 h), method of soft-tissue management, skin closure time (< or =1 week or >1 week), existence of polytrauma (ISS< 18 or ISS> or =18), existence of floating knee injury, and existence of superficial/pin site infection. The predictive variables of nonunion selected for analysis was the same as those for deep infection, with the addition of deep infection for exchange of pin site infection. The predictive variables of union time selected for analysis was the same as those for nonunion, excluding of location, debridement time, and existence of floating knee and superficial infection. Six (6.1%; type II Gustilo n=1, type IIIB Gustilo n=5) of the 99 open tibial fractures developed deep infections. Multivariate analysis revealed that timing or method of IMN, debridement time, method of soft-tissue management, and existence of superficial or pin site infection significantly correlated with the occurrence of deep infection (P< 0.0001). In the immediate nailing group alone, the deep infection rate in type IIIB + IIIC was significantly higher than those in type I + II and IIIA (P = 0.016). Nonunion occurred in 17 fractures (20.3%, 17/84). Multivariate analysis revealed that Gustilo type, skin closure time, and existence of deep infection significantly correlated with occurrence of nonunion (P < 0.05). Gustilo type and existence of deep infection were significantly correlated with healing time to union on multivariate analysis (r(2) = 0.263, P = 0.0001). Multivariate analyses for open tibial fractures treated with IMN showed that IMN after EF (especially in existence of pin site infection) was at high risk of deep infection, and that debridement within 6 h and appropriate soft-tissue managements were also important factor in preventing deep infections. These analyses postulated that both the Gustilo type and the existence of deep infection is related with fracture healing in open fractures treated with IMN. In addition, immediate IMN for type IIIB and IIIC is potentially risky, and canal reaming did not increase the risk of complication for open tibial fractures treated with IMN.
He, Fang; Guan, Peiyu; Liu, Qin; Crabtree, Donna; Peng, Linli; Wang, Hong
2017-08-18
It is well known that excess adiposity during childhood may influence pubertal development. However, the extent to which body compositions vary in throughout puberty in boys and girls is currently unknown. The aim of this study was to investigate whether obesity and body compositions correlate with the timing of puberty in boys and girls. By random cluster sampling, our study analyzed data from 1472 students (690 girls, 782 boys) aged 6-17 years from two schools in the Chongqing area. Data were collected by physical examination of weight, height, and skinfold thicknesses. Testicular volume was measured in boys and breast development in girls. By which we got the indicators of obesity, timing of puberty and body compositions. Probit regression analysis was used to group subjects into early puberty (>P 25 ), on-time puberty (P 25 ~ P 75 ), and delayed puberty (
0.05). In girls, delayed puberty was negatively correlated with Obesity, percentage of body fat, fat mass and fat-free mass, and positively correlated with body density. But in boys, delayed puberty was only negatively correlated with Obesity, the relation between puberty and body compositions was not found.
NASA Astrophysics Data System (ADS)
Suresh, Pooja
2014-05-01
Alloy identification of oil-borne wear debris captured on chip detectors, filters and magnetic plugs allows the machinery maintainer to assess the health of the engine or gearbox and identify specific component damage. Today, such identification can be achieved in real time using portable, at-line laser-induced breakdown spectroscopy (LIBS) and Xray fluorescence (XRF) instruments. Both techniques can be utilized in various industries including aviation, marine, railways, heavy diesel and other industrial machinery with, however, some substantial differences in application and instrument performance. In this work, the performances of a LIBS and an XRF instrument are compared based on measurements of a wide range of typical aerospace alloys including steels, titanium, aluminum and nickel alloys. Measurement results were analyzed with a staged correlation technique specifically developed for the purposes of this study - identifying the particle alloy composition using a pre-recorded library of spectral signatures. The analysis is performed in two stages: first, the base element of the alloy is determined by correlation with the stored elemental spectra and then, the alloy is identified by matching the particle's spectral signature using parametric correlation against the stored spectra of all alloys that have the same base element. The correlation analysis has achieved highly repeatable discrimination between alloys of similar composition. Portable LIBS demonstrates higher detection accuracy and better identification of alloys comprising lighter elements as compared to that of the portable XRF system, and reveals a significant reduction in the analysis time over XRF.
af Wåhlberg, Anders; Freeman, James; Watson, Barry; Watson, Angela
2016-01-01
Background Traffic offences have been considered an important predictor of crash involvement, and have often been used as a proxy safety variable for crashes. However the association between crashes and offences has never been meta-analysed and the population effect size never established. Research is yet to determine the extent to which this relationship may be spuriously inflated through systematic measurement error, with obvious implications for researchers endeavouring to accurately identify salient factors predictive of crashes. Methodology and Principal Findings Studies yielding a correlation between crashes and traffic offences were collated and a meta-analysis of 144 effects drawn from 99 road safety studies conducted. Potential impact of factors such as age, time period, crash and offence rates, crash severity and data type, sourced from either self-report surveys or archival records, were considered and discussed. After weighting for sample size, an average correlation of r = .18 was observed over the mean time period of 3.2 years. Evidence emerged suggesting the strength of this correlation is decreasing over time. Stronger correlations between crashes and offences were generally found in studies involving younger drivers. Consistent with common method variance effects, a within country analysis found stronger effect sizes in self-reported data even controlling for crash mean. Significance The effectiveness of traffic offences as a proxy for crashes may be limited. Inclusion of elements such as independently validated crash and offence histories or accurate measures of exposure to the road would facilitate a better understanding of the factors that influence crash involvement. PMID:27128093
Matsumoto, Hirotaka; Kiryu, Hisanori
2016-06-08
Single-cell technologies make it possible to quantify the comprehensive states of individual cells, and have the power to shed light on cellular differentiation in particular. Although several methods have been developed to fully analyze the single-cell expression data, there is still room for improvement in the analysis of differentiation. In this paper, we propose a novel method SCOUP to elucidate differentiation process. Unlike previous dimension reduction-based approaches, SCOUP describes the dynamics of gene expression throughout differentiation directly, including the degree of differentiation of a cell (in pseudo-time) and cell fate. SCOUP is superior to previous methods with respect to pseudo-time estimation, especially for single-cell RNA-seq. SCOUP also successfully estimates cell lineage more accurately than previous method, especially for cells at an early stage of bifurcation. In addition, SCOUP can be applied to various downstream analyses. As an example, we propose a novel correlation calculation method for elucidating regulatory relationships among genes. We apply this method to a single-cell RNA-seq data and detect a candidate of key regulator for differentiation and clusters in a correlation network which are not detected with conventional correlation analysis. We develop a stochastic process-based method SCOUP to analyze single-cell expression data throughout differentiation. SCOUP can estimate pseudo-time and cell lineage more accurately than previous methods. We also propose a novel correlation calculation method based on SCOUP. SCOUP is a promising approach for further single-cell analysis and available at https://github.com/hmatsu1226/SCOUP.
Patel, Nitesh V; Sundararajan, Sri; Keller, Irwin; Danish, Shabbar
2018-01-01
Objective: Magnetic resonance (MR)-guided stereotactic laser amygdalohippocampectomy is a minimally invasive procedure for the treatment of refractory epilepsy in patients with mesial temporal sclerosis. Limited data exist on post-ablation volumetric trends associated with the procedure. Methods: 10 patients with mesial temporal sclerosis underwent MR-guided stereotactic laser amygdalohippocampectomy. Three independent raters computed ablation volumes at the following time points: pre-ablation (PreA), immediate post-ablation (IPA), 24 hours post-ablation (24PA), first follow-up post-ablation (FPA), and greater than three months follow-up post-ablation (>3MPA), using OsiriX DICOM Viewer (Pixmeo, Bernex, Switzerland). Statistical trends in post-ablation volumes were determined for the time points. Results: MR-guided stereotactic laser amygdalohippocampectomy produces a rapid rise and distinct peak in post-ablation volume immediately following the procedure. IPA volumes are significantly higher than all other time points. Comparing individual time points within each raters dataset (intra-rater), a significant difference was seen between the IPA time point and all others. There was no statistical difference between the 24PA, FPA, and >3MPA time points. A correlation analysis demonstrated the strongest correlations at the 24PA (r=0.97), FPA (r=0.95), and 3MPA time points (r=0.99), with a weaker correlation at IPA (r=0.92). Conclusion: MR-guided stereotactic laser amygdalohippocampectomy produces a maximal increase in post-ablation volume immediately following the procedure, which decreases and stabilizes at 24 hours post-procedure and beyond three months follow-up. Based on the correlation analysis, the lower inter-rater reliability at the IPA time point suggests it may be less accurate to assess volume at this time point. We recommend post-ablation volume assessments be made at least 24 hours post-selective ablation of the amygdalohippocampal complex (SLAH).
Conservative Sample Size Determination for Repeated Measures Analysis of Covariance.
Morgan, Timothy M; Case, L Douglas
2013-07-05
In the design of a randomized clinical trial with one pre and multiple post randomized assessments of the outcome variable, one needs to account for the repeated measures in determining the appropriate sample size. Unfortunately, one seldom has a good estimate of the variance of the outcome measure, let alone the correlations among the measurements over time. We show how sample sizes can be calculated by making conservative assumptions regarding the correlations for a variety of covariance structures. The most conservative choice for the correlation depends on the covariance structure and the number of repeated measures. In the absence of good estimates of the correlations, the sample size is often based on a two-sample t-test, making the 'ultra' conservative and unrealistic assumption that there are zero correlations between the baseline and follow-up measures while at the same time assuming there are perfect correlations between the follow-up measures. Compared to the case of taking a single measurement, substantial savings in sample size can be realized by accounting for the repeated measures, even with very conservative assumptions regarding the parameters of the assumed correlation matrix. Assuming compound symmetry, the sample size from the two-sample t-test calculation can be reduced at least 44%, 56%, and 61% for repeated measures analysis of covariance by taking 2, 3, and 4 follow-up measures, respectively. The results offer a rational basis for determining a fairly conservative, yet efficient, sample size for clinical trials with repeated measures and a baseline value.
Consistency and similarity of MEG- and fMRI-signal time courses during movie viewing.
Lankinen, Kaisu; Saari, Jukka; Hlushchuk, Yevhen; Tikka, Pia; Parkkonen, Lauri; Hari, Riitta; Koskinen, Miika
2018-06-01
Movie viewing allows human perception and cognition to be studied in complex, real-life-like situations in a brain-imaging laboratory. Previous studies with functional magnetic resonance imaging (fMRI) and with magneto- and electroencephalography (MEG and EEG) have demonstrated consistent temporal dynamics of brain activity across movie viewers. However, little is known about the similarities and differences of fMRI and MEG or EEG dynamics during such naturalistic situations. We thus compared MEG and fMRI responses to the same 15-min black-and-white movie in the same eight subjects who watched the movie twice during both MEG and fMRI recordings. We analyzed intra- and intersubject voxel-wise correlations within each imaging modality as well as the correlation of the MEG envelopes and fMRI signals. The fMRI signals showed voxel-wise within- and between-subjects correlations up to r = 0.66 and r = 0.37, respectively, whereas these correlations were clearly weaker for the envelopes of band-pass filtered (7 frequency bands below 100 Hz) MEG signals (within-subjects correlation r < 0.14 and between-subjects r < 0.05). Direct MEG-fMRI voxel-wise correlations were unreliable. Notably, applying a spatial-filtering approach to the MEG data uncovered consistent canonical variates that showed considerably stronger (up to r = 0.25) between-subjects correlations than the univariate voxel-wise analysis. Furthermore, the envelopes of the time courses of these variates up to about 10 Hz showed association with fMRI signals in a general linear model. Similarities between envelopes of MEG canonical variates and fMRI voxel time-courses were seen mostly in occipital, but also in temporal and frontal brain regions, whereas intra- and intersubject correlations for MEG and fMRI separately were strongest only in the occipital areas. In contrast to the conventional univariate analysis, the spatial-filtering approach was able to uncover associations between the MEG envelopes and fMRI time courses, shedding light on the similarities of hemodynamic and electromagnetic brain activities during movie viewing. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.
Estimating the Effective System Dead Time Parameter for Correlated Neutron Counting
DOE Office of Scientific and Technical Information (OSTI.GOV)
Croft, Stephen; Cleveland, Steve; Favalli, Andrea
We present that neutron time correlation analysis is one of the main technical nuclear safeguards techniques used to verify declarations of, or to independently assay, special nuclear materials. Quantitative information is generally extracted from the neutron-event pulse train, collected from moderated assemblies of 3He proportional counters, in the form of correlated count rates that are derived from event-triggered coincidence gates. These count rates, most commonly referred to as singles, doubles and triples rates etc., when extracted using shift-register autocorrelation logic, are related to the reduced factorial moments of the time correlated clusters of neutrons emerging from the measurement items. Correctingmore » these various rates for dead time losses has received considerable attention recently. The dead time losses for the higher moments in particular, and especially for large mass (high rate and highly multiplying) items, can be significant. Consequently, even in thoughtfully designed systems, accurate dead time treatments are needed if biased mass determinations are to be avoided. In support of this effort, in this paper we discuss a new approach to experimentally estimate the effective system dead time of neutron coincidence counting systems. It involves counting a random neutron source (e.g. AmLi is a good approximation to a source without correlated emission) and relating the second and higher moments of the neutron number distribution recorded in random triggered interrogation coincidence gates to the effective value of dead time parameter. We develop the theoretical basis of the method and apply it to the Oak Ridge Large Volume Active Well Coincidence Counter using sealed AmLi radionuclide neutron sources and standard multiplicity shift register electronics. The method is simple to apply compared to the predominant present approach which involves using a set of 252Cf sources of wide emission rate, it gives excellent precision in a conveniently short time, and it yields consistent results as a function of the order of the moment used to extract the dead time parameter. In addition, this latter observation is reassuring in that it suggests the assumptions underpinning the theoretical analysis are fit for practical application purposes. However, we found that the effective dead time parameter obtained is not constant, as might be expected for a parameter that in the dead time model is characteristic of the detector system, but rather, varies systematically with gate width.« less
Estimating the Effective System Dead Time Parameter for Correlated Neutron Counting
Croft, Stephen; Cleveland, Steve; Favalli, Andrea; ...
2017-04-29
We present that neutron time correlation analysis is one of the main technical nuclear safeguards techniques used to verify declarations of, or to independently assay, special nuclear materials. Quantitative information is generally extracted from the neutron-event pulse train, collected from moderated assemblies of 3He proportional counters, in the form of correlated count rates that are derived from event-triggered coincidence gates. These count rates, most commonly referred to as singles, doubles and triples rates etc., when extracted using shift-register autocorrelation logic, are related to the reduced factorial moments of the time correlated clusters of neutrons emerging from the measurement items. Correctingmore » these various rates for dead time losses has received considerable attention recently. The dead time losses for the higher moments in particular, and especially for large mass (high rate and highly multiplying) items, can be significant. Consequently, even in thoughtfully designed systems, accurate dead time treatments are needed if biased mass determinations are to be avoided. In support of this effort, in this paper we discuss a new approach to experimentally estimate the effective system dead time of neutron coincidence counting systems. It involves counting a random neutron source (e.g. AmLi is a good approximation to a source without correlated emission) and relating the second and higher moments of the neutron number distribution recorded in random triggered interrogation coincidence gates to the effective value of dead time parameter. We develop the theoretical basis of the method and apply it to the Oak Ridge Large Volume Active Well Coincidence Counter using sealed AmLi radionuclide neutron sources and standard multiplicity shift register electronics. The method is simple to apply compared to the predominant present approach which involves using a set of 252Cf sources of wide emission rate, it gives excellent precision in a conveniently short time, and it yields consistent results as a function of the order of the moment used to extract the dead time parameter. In addition, this latter observation is reassuring in that it suggests the assumptions underpinning the theoretical analysis are fit for practical application purposes. However, we found that the effective dead time parameter obtained is not constant, as might be expected for a parameter that in the dead time model is characteristic of the detector system, but rather, varies systematically with gate width.« less
Estimating the effective system dead time parameter for correlated neutron counting
NASA Astrophysics Data System (ADS)
Croft, Stephen; Cleveland, Steve; Favalli, Andrea; McElroy, Robert D.; Simone, Angela T.
2017-11-01
Neutron time correlation analysis is one of the main technical nuclear safeguards techniques used to verify declarations of, or to independently assay, special nuclear materials. Quantitative information is generally extracted from the neutron-event pulse train, collected from moderated assemblies of 3He proportional counters, in the form of correlated count rates that are derived from event-triggered coincidence gates. These count rates, most commonly referred to as singles, doubles and triples rates etc., when extracted using shift-register autocorrelation logic, are related to the reduced factorial moments of the time correlated clusters of neutrons emerging from the measurement items. Correcting these various rates for dead time losses has received considerable attention recently. The dead time losses for the higher moments in particular, and especially for large mass (high rate and highly multiplying) items, can be significant. Consequently, even in thoughtfully designed systems, accurate dead time treatments are needed if biased mass determinations are to be avoided. In support of this effort, in this paper we discuss a new approach to experimentally estimate the effective system dead time of neutron coincidence counting systems. It involves counting a random neutron source (e.g. AmLi is a good approximation to a source without correlated emission) and relating the second and higher moments of the neutron number distribution recorded in random triggered interrogation coincidence gates to the effective value of dead time parameter. We develop the theoretical basis of the method and apply it to the Oak Ridge Large Volume Active Well Coincidence Counter using sealed AmLi radionuclide neutron sources and standard multiplicity shift register electronics. The method is simple to apply compared to the predominant present approach which involves using a set of 252Cf sources of wide emission rate, it gives excellent precision in a conveniently short time, and it yields consistent results as a function of the order of the moment used to extract the dead time parameter. This latter observation is reassuring in that it suggests the assumptions underpinning the theoretical analysis are fit for practical application purposes. However, we found that the effective dead time parameter obtained is not constant, as might be expected for a parameter that in the dead time model is characteristic of the detector system, but rather, varies systematically with gate width.
Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis
NASA Astrophysics Data System (ADS)
Cao, Guangxi; Zhang, Minjia
2015-10-01
This paper focuses on the comparative analysis of extreme values in the Chinese and American stock markets based on the detrended fluctuation analysis (DFA) algorithm using the daily data of Shanghai composite index and Dow Jones Industrial Average. The empirical results indicate that the multifractal detrended fluctuation analysis (MF-DFA) method is more objective than the traditional percentile method. The range of extreme value of Dow Jones Industrial Average is smaller than that of Shanghai composite index, and the extreme value of Dow Jones Industrial Average is more time clustering. The extreme value of the Chinese or American stock markets is concentrated in 2008, which is consistent with the financial crisis in 2008. Moreover, we investigate whether extreme events affect the cross-correlation between the Chinese and American stock markets using multifractal detrended cross-correlation analysis algorithm. The results show that extreme events have nothing to do with the cross-correlation between the Chinese and American stock markets.
Boker, Steven M; Xu, Minquan; Rotondo, Jennifer L; King, Kadijah
2002-09-01
Cross-correlation and most other longitudinal analyses assume that the association between 2 variables is stationary. Thus, a sample of occasions of measurement is expected to be representative of the association between variables regardless of the time of onset or number of occasions in the sample. The authors propose a method to analyze the association between 2 variables when the assumption of stationarity may not be warranted. The method results in estimates of both the strength of peak association and the time lag when the peak association occurred for a range of starting values of elapsed time from the beginning of an experiment.
Pickering, Ethan M; Hossain, Mohammad A; Mousseau, Jack P; Swanson, Rachel A; French, Roger H; Abramson, Alexis R
2017-01-01
Current approaches to building efficiency diagnoses include conventional energy audit techniques that can be expensive and time consuming. In contrast, virtual energy audits of readily available 15-minute-interval building electricity consumption are being explored to provide quick, inexpensive, and useful insights into building operation characteristics. A cross sectional analysis of six buildings in two different climate zones provides methods for data cleaning, population-based building comparisons, and relationships (correlations) of weather and electricity consumption. Data cleaning methods have been developed to categorize and appropriately filter or correct anomalous data including outliers, missing data, and erroneous values (resulting in < 0.5% anomalies). The utility of a cross-sectional analysis of a sample set of building's electricity consumption is found through comparisons of baseload, daily consumption variance, and energy use intensity. Correlations of weather and electricity consumption 15-minute interval datasets show important relationships for the heating and cooling seasons using computed correlations of a Time-Specific-Averaged-Ordered Variable (exterior temperature) and corresponding averaged variables (electricity consumption)(TSAOV method). The TSAOV method is unique as it introduces time of day as a third variable while also minimizing randomness in both correlated variables through averaging. This study found that many of the pair-wise linear correlation analyses lacked strong relationships, prompting the development of the new TSAOV method to uncover the causal relationship between electricity and weather. We conclude that a combination of varied HVAC system operations, building thermal mass, plug load use, and building set point temperatures are likely responsible for the poor correlations in the prior studies, while the correlation of time-specific-averaged-ordered temperature and corresponding averaged variables method developed herein adequately accounts for these issues and enables discovery of strong linear pair-wise correlation R values. TSAOV correlations lay the foundation for a new approach to building studies, that mitigates plug load interferences and identifies more accurate insights into weather-energy relationship for all building types. Over all six buildings analyzed the TSAOV method reported very significant average correlations per building of 0.94 to 0.82 in magnitude. Our rigorous statistics-based methods applied to 15-minute-interval electricity data further enables virtual energy audits of buildings to quickly and inexpensively inform energy savings measures.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pickering, Ethan M.; Hossain, Mohammad A.; Mousseau, Jack P.
Current approaches to building efficiency diagnoses include conventional energy audit techniques that can be expensive and time consuming. In contrast, virtual energy audits of readily available 15-minute-interval building electricity consumption are being explored to provide quick, inexpensive, and useful insights into building operation characteristics. A cross sectional analysis of six buildings in two different climate zones provides methods for data cleaning, population-based building comparisons, and relationships (correlations) of weather and electricity consumption. Data cleaning methods have been developed to categorize and appropriately filter or correct anomalous data including outliers, missing data, and erroneous values (resulting in < 0.5% anomalies). Themore » utility of a cross-sectional analysis of a sample set of building's electricity consumption is found through comparisons of baseload, daily consumption variance, and energy use intensity. Correlations of weather and electricity consumption 15-minute interval datasets show important relationships for the heating and cooling seasons using computed correlations of a Time-Specific-Averaged- Ordered Variable (exterior temperature) and corresponding averaged variables (electricity consumption)(TSAOV method). The TSAOV method is unique as it introduces time of day as a third variable while also minimizing randomness in both correlated variables through averaging. This study found that many of the pair-wise linear correlation analyses lacked strong relationships, prompting the development of the new TSAOV method to uncover the causal relationship between electricity and weather. We conclude that a combination of varied HVAC system operations, building thermal mass, plug load use, and building set point temperatures are likely responsible for the poor correlations in the prior studies, while the correlation of time-specific-averaged-ordered temperature and corresponding averaged variables method developed herein adequately accounts for these issues and enables discovery of strong linear pair-wise correlation R values. TSAOV correlations lay the foundation for a new approach to building studies, that mitigates plug load interferences and identifies more accurate insights into weather-energy relationship for all building types. Over all six buildings analyzed the TSAOV method reported very significant average correlations per building of 0.94 to 0.82 in magnitude. Our rigorous statistics-based methods applied to 15- minute-interval electricity data further enables virtual energy audits of buildings to quickly and inexpensively inform energy savings measures.« less
Pickering, Ethan M.; Hossain, Mohammad A.; Mousseau, Jack P.; ...
2017-10-31
Current approaches to building efficiency diagnoses include conventional energy audit techniques that can be expensive and time consuming. In contrast, virtual energy audits of readily available 15-minute-interval building electricity consumption are being explored to provide quick, inexpensive, and useful insights into building operation characteristics. A cross sectional analysis of six buildings in two different climate zones provides methods for data cleaning, population-based building comparisons, and relationships (correlations) of weather and electricity consumption. Data cleaning methods have been developed to categorize and appropriately filter or correct anomalous data including outliers, missing data, and erroneous values (resulting in < 0.5% anomalies). Themore » utility of a cross-sectional analysis of a sample set of building's electricity consumption is found through comparisons of baseload, daily consumption variance, and energy use intensity. Correlations of weather and electricity consumption 15-minute interval datasets show important relationships for the heating and cooling seasons using computed correlations of a Time-Specific-Averaged- Ordered Variable (exterior temperature) and corresponding averaged variables (electricity consumption)(TSAOV method). The TSAOV method is unique as it introduces time of day as a third variable while also minimizing randomness in both correlated variables through averaging. This study found that many of the pair-wise linear correlation analyses lacked strong relationships, prompting the development of the new TSAOV method to uncover the causal relationship between electricity and weather. We conclude that a combination of varied HVAC system operations, building thermal mass, plug load use, and building set point temperatures are likely responsible for the poor correlations in the prior studies, while the correlation of time-specific-averaged-ordered temperature and corresponding averaged variables method developed herein adequately accounts for these issues and enables discovery of strong linear pair-wise correlation R values. TSAOV correlations lay the foundation for a new approach to building studies, that mitigates plug load interferences and identifies more accurate insights into weather-energy relationship for all building types. Over all six buildings analyzed the TSAOV method reported very significant average correlations per building of 0.94 to 0.82 in magnitude. Our rigorous statistics-based methods applied to 15- minute-interval electricity data further enables virtual energy audits of buildings to quickly and inexpensively inform energy savings measures.« less
Hossain, Mohammad A.; Mousseau, Jack P.; Swanson, Rachel A.; French, Roger H.; Abramson, Alexis R.
2017-01-01
Current approaches to building efficiency diagnoses include conventional energy audit techniques that can be expensive and time consuming. In contrast, virtual energy audits of readily available 15-minute-interval building electricity consumption are being explored to provide quick, inexpensive, and useful insights into building operation characteristics. A cross sectional analysis of six buildings in two different climate zones provides methods for data cleaning, population-based building comparisons, and relationships (correlations) of weather and electricity consumption. Data cleaning methods have been developed to categorize and appropriately filter or correct anomalous data including outliers, missing data, and erroneous values (resulting in < 0.5% anomalies). The utility of a cross-sectional analysis of a sample set of building’s electricity consumption is found through comparisons of baseload, daily consumption variance, and energy use intensity. Correlations of weather and electricity consumption 15-minute interval datasets show important relationships for the heating and cooling seasons using computed correlations of a Time-Specific-Averaged-Ordered Variable (exterior temperature) and corresponding averaged variables (electricity consumption)(TSAOV method). The TSAOV method is unique as it introduces time of day as a third variable while also minimizing randomness in both correlated variables through averaging. This study found that many of the pair-wise linear correlation analyses lacked strong relationships, prompting the development of the new TSAOV method to uncover the causal relationship between electricity and weather. We conclude that a combination of varied HVAC system operations, building thermal mass, plug load use, and building set point temperatures are likely responsible for the poor correlations in the prior studies, while the correlation of time-specific-averaged-ordered temperature and corresponding averaged variables method developed herein adequately accounts for these issues and enables discovery of strong linear pair-wise correlation R values. TSAOV correlations lay the foundation for a new approach to building studies, that mitigates plug load interferences and identifies more accurate insights into weather-energy relationship for all building types. Over all six buildings analyzed the TSAOV method reported very significant average correlations per building of 0.94 to 0.82 in magnitude. Our rigorous statistics-based methods applied to 15-minute-interval electricity data further enables virtual energy audits of buildings to quickly and inexpensively inform energy savings measures. PMID:29088269
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hsu, P. J.; Lai, S. K., E-mail: sklai@coll.phy.ncu.edu.tw; Molecular Science and Technology Program, Taiwan International Graduate Program, Academia Sinica, Taipei 115, Taiwan
Folded conformations of proteins in thermodynamically stable states have long lifetimes. Before it folds into a stable conformation, or after unfolding from a stable conformation, the protein will generally stray from one random conformation to another leading thus to rapid fluctuations. Brief structural changes therefore occur before folding and unfolding events. These short-lived movements are easily overlooked in studies of folding/unfolding for they represent momentary excursions of the protein to explore conformations in the neighborhood of the stable conformation. The present study looks for precursory signatures of protein folding/unfolding within these rapid fluctuations through a combination of three techniques: (1)more » ultrafast shape recognition, (2) time series segmentation, and (3) time series correlation analysis. The first procedure measures the differences between statistical distance distributions of atoms in different conformations by calculating shape similarity indices from molecular dynamics simulation trajectories. The second procedure is used to discover the times at which the protein makes transitions from one conformation to another. Finally, we employ the third technique to exploit spatial fingerprints of the stable conformations; this procedure is to map out the sequences of changes preceding the actual folding and unfolding events, since strongly correlated atoms in different conformations are different due to bond and steric constraints. The aforementioned high-frequency fluctuations are therefore characterized by distinct correlational and structural changes that are associated with rate-limiting precursors that translate into brief segments. Guided by these technical procedures, we choose a model system, a fragment of the protein transthyretin, for identifying in this system not only the precursory signatures of transitions associated with α helix and β hairpin, but also the important role played by weaker correlations in such protein folding dynamics.« less
NASA Astrophysics Data System (ADS)
Hsu, P. J.; Cheong, S. A.; Lai, S. K.
2014-05-01
Folded conformations of proteins in thermodynamically stable states have long lifetimes. Before it folds into a stable conformation, or after unfolding from a stable conformation, the protein will generally stray from one random conformation to another leading thus to rapid fluctuations. Brief structural changes therefore occur before folding and unfolding events. These short-lived movements are easily overlooked in studies of folding/unfolding for they represent momentary excursions of the protein to explore conformations in the neighborhood of the stable conformation. The present study looks for precursory signatures of protein folding/unfolding within these rapid fluctuations through a combination of three techniques: (1) ultrafast shape recognition, (2) time series segmentation, and (3) time series correlation analysis. The first procedure measures the differences between statistical distance distributions of atoms in different conformations by calculating shape similarity indices from molecular dynamics simulation trajectories. The second procedure is used to discover the times at which the protein makes transitions from one conformation to another. Finally, we employ the third technique to exploit spatial fingerprints of the stable conformations; this procedure is to map out the sequences of changes preceding the actual folding and unfolding events, since strongly correlated atoms in different conformations are different due to bond and steric constraints. The aforementioned high-frequency fluctuations are therefore characterized by distinct correlational and structural changes that are associated with rate-limiting precursors that translate into brief segments. Guided by these technical procedures, we choose a model system, a fragment of the protein transthyretin, for identifying in this system not only the precursory signatures of transitions associated with α helix and β hairpin, but also the important role played by weaker correlations in such protein folding dynamics.
Trends of the World Input and Output Network of Global Trade
del Río-Chanona, Rita María; Grujić, Jelena; Jeldtoft Jensen, Henrik
2017-01-01
The international trade naturally maps onto a complex networks. Theoretical analysis of this network gives valuable insights about the global economic system. Although different economic data sets have been investigated from the network perspective, little attention has been paid to its dynamical behaviour. Here we take the World Input Output Data set, which has values of the annual transactions between 40 different countries of 35 different sectors for the period of 15 years, and infer the time interdependence between countries and sectors. As a measure of interdependence we use correlations between various time series of the network characteristics. First we form 15 primary networks for each year of the data we have, where nodes are countries and links are annual exports from one country to the other. Then we calculate the strengths (weighted degree) and PageRank of each country in each of the 15 networks for 15 different years. This leads to sets of time series and by calculating the correlations between these we form a secondary network where the links are the positive correlations between different countries or sectors. Furthermore, we also form a secondary network where the links are negative correlations in order to study the competition between countries and sectors. By analysing this secondary network we obtain a clearer picture of the mutual influences between countries. As one might expect, we find that political and geographical circumstances play an important role. However, the derived correlation network reveals surprising aspects which are hidden in the primary network. Sometimes countries which belong to the same community in the original network are found to be competitors in the secondary networks. E.g. Spain and Portugal are always in the same trade flow community, nevertheless secondary network analysis reveal that they exhibit contrary time evolution. PMID:28125656
Trends of the World Input and Output Network of Global Trade.
Del Río-Chanona, Rita María; Grujić, Jelena; Jeldtoft Jensen, Henrik
2017-01-01
The international trade naturally maps onto a complex networks. Theoretical analysis of this network gives valuable insights about the global economic system. Although different economic data sets have been investigated from the network perspective, little attention has been paid to its dynamical behaviour. Here we take the World Input Output Data set, which has values of the annual transactions between 40 different countries of 35 different sectors for the period of 15 years, and infer the time interdependence between countries and sectors. As a measure of interdependence we use correlations between various time series of the network characteristics. First we form 15 primary networks for each year of the data we have, where nodes are countries and links are annual exports from one country to the other. Then we calculate the strengths (weighted degree) and PageRank of each country in each of the 15 networks for 15 different years. This leads to sets of time series and by calculating the correlations between these we form a secondary network where the links are the positive correlations between different countries or sectors. Furthermore, we also form a secondary network where the links are negative correlations in order to study the competition between countries and sectors. By analysing this secondary network we obtain a clearer picture of the mutual influences between countries. As one might expect, we find that political and geographical circumstances play an important role. However, the derived correlation network reveals surprising aspects which are hidden in the primary network. Sometimes countries which belong to the same community in the original network are found to be competitors in the secondary networks. E.g. Spain and Portugal are always in the same trade flow community, nevertheless secondary network analysis reveal that they exhibit contrary time evolution.
Shao, Ying-Hui; Gu, Gao-Feng; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Sornette, Didier
2012-01-01
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests suggest that the performance of LRC estimators varies when using different generators of LRC time series. Here, we compare the performances of four estimators [Fluctuation Analysis (FA), Detrended Fluctuation Analysis (DFA), Backward Detrending Moving Average (BDMA), and Centred Detrending Moving Average (CDMA)]. We use three different generators [Fractional Gaussian Noises, and two ways of generating Fractional Brownian Motions]. We find that CDMA has the best performance and DFA is only slightly worse in some situations, while FA performs the worst. In addition, CDMA and DFA are less sensitive to the scaling range than FA. Hence, CDMA and DFA remain “The Methods of Choice” in determining the Hurst index of time series. PMID:23150785
Huang, Chongyang; Zhou, Qi; Gao, Shan; Bao, Qingjia; Chen, Fang; Liu, Chaoyang
2016-01-20
Different ginger cultivars may contain different nutritional and medicinal values. In this study, a time-domain nuclear magnetic resonance method was employed to study water dynamics in different ginger cultivars. Significant differences in transverse relaxation time T2 values assigned to the distribution of water in different parts of the plant were observed between Henan ginger and four other ginger cultivars. Ion concentration and metabolic analysis showed similar differences in Mn ion concentrations and organic solutes among the different ginger cultivars, respectively. On the basis of Pearson's correlation analysis, many organic solutes and 6-gingerol, the main active substance of ginger, exhibited significant correlations with water distribution as determined by NMR T2 relaxation, suggesting that the organic solute differences may impact water distribution. Our work demonstrates that low-field NMR relaxometry provides useful information about water dynamics in different ginger cultivars as affected by the presence of different organic solutes.
Tracking Image Correlation: Combining Single-Particle Tracking and Image Correlation
Dupont, A.; Stirnnagel, K.; Lindemann, D.; Lamb, D.C.
2013-01-01
The interactions and coordination of biomolecules are crucial for most cellular functions. The observation of protein interactions in live cells may provide a better understanding of the underlying mechanisms. After fluorescent labeling of the interacting partners and live-cell microscopy, the colocalization is generally analyzed by quantitative global methods. Recent studies have addressed questions regarding the individual colocalization of moving biomolecules, usually by using single-particle tracking (SPT) and comparing the fluorescent intensities in both color channels. Here, we introduce a new method that combines SPT and correlation methods to obtain a dynamical 3D colocalization analysis along single trajectories of dual-colored particles. After 3D tracking, the colocalization is computed at each particle’s position via the local 3D image cross correlation of the two detection channels. For every particle analyzed, the output consists of the 3D trajectory, the time-resolved 3D colocalization information, and the fluorescence intensity in both channels. In addition, the cross-correlation analysis shows the 3D relative movement of the two fluorescent labels with an accuracy of 30 nm. We apply this method to the tracking of viral fusion events in live cells and demonstrate its capacity to obtain the time-resolved colocalization status of single particles in dense and noisy environments. PMID:23746509
Pandžić, Elvis; Abu-Arish, Asmahan; Whan, Renee M; Hanrahan, John W; Wiseman, Paul W
2018-02-16
Molecular, vesicular and organellar flows are of fundamental importance for the delivery of nutrients and essential components used in cellular functions such as motility and division. With recent advances in fluorescence/super-resolution microscopy modalities we can resolve the movements of these objects at higher spatio-temporal resolutions and with better sensitivity. Previously, spatio-temporal image correlation spectroscopy has been applied to map molecular flows by correlation analysis of fluorescence fluctuations in image series. However, an underlying assumption of this approach is that the sampled time windows contain one dominant flowing component. Although this was true for most of the cases analyzed earlier, in some situations two or more different flowing populations can be present in the same spatio-temporal window. We introduce an approach, termed velocity landscape correlation (VLC), which detects and extracts multiple flow components present in a sampled image region via an extension of the correlation analysis of fluorescence intensity fluctuations. First we demonstrate theoretically how this approach works, test the performance of the method with a range of computer simulated image series with varying flow dynamics. Finally we apply VLC to study variable fluxing of STIM1 proteins on microtubules connected to the plasma membrane of Cystic Fibrosis Bronchial Epithelial (CFBE) cells. Copyright © 2018 Elsevier Inc. All rights reserved.
A cyber-event correlation framework and metrics
NASA Astrophysics Data System (ADS)
Kang, Myong H.; Mayfield, Terry
2003-08-01
In this paper, we propose a cyber-event fusion, correlation, and situation assessment framework that, when instantiated, will allow cyber defenders to better understand the local, regional, and global cyber-situation. This framework, with associated metrics, can be used to guide assessment of our existing cyber-defense capabilities, and to help evaluate the state of cyber-event correlation research and where we must focus our future cyber-event correlation research. The framework, based on the cyber-event gathering activities and analysis functions, consists of five operational steps, each of which provides a richer set of contextual information to support greater situational understanding. The first three steps are categorically depicted as increasingly richer and broader-scoped contexts achieved through correlation activity, while in the final two steps, these richer contexts are achieved through analytical activities (situation assessment, and threat analysis & prediction). Category 1 Correlation focuses on the detection of suspicious activities and the correlation of events from a single cyber-event source. Category 2 Correlation clusters the same or similar events from multiple detectors that are located at close proximity and prioritizes them. Finally, the events from different time periods and event sources at different location/regions are correlated at Category 3 to recognize the relationship among different events. This is the category that focuses on the detection of large-scale and coordinated attacks. The situation assessment step (Category 4) focuses on the assessment of cyber asset damage and the analysis of the impact on missions. The threat analysis and prediction step (Category 5) analyzes attacks based on attack traces and predicts the next steps. Metrics that can distinguish correlation and cyber-situation assessment tools for each category are also proposed.
Lee, Sarah; Jung, Eun Sung; Do, Seon-Gil; Jung, Ga-Young; Song, Gwanpil; Song, Jung-Min; Lee, Choong Hwan
2014-03-05
Metabolite profiling of three blueberry species (Vaccinium bracteatum Thunb., V. oldhamii Miquel., and V. corymbosum L.) was performed using gas chromatography-time-of-flight-mass spectrometry (GC-TOF-MS) and ultraperformance liquid chromatography-quadrupole-time-of-flight-mass spectrometry (UPLC-Q-TOF-MS) combined multivariate analysis. Partial least-squares discriminant analysis clearly showed metabolic differences among species. GC-TOF-MS analysis revealed significant differences in amino acids, organic acids, fatty acids, sugars, and phenolic acids among the three blueberry species. UPLC-Q-TOF-MS analysis indicated that anthocyanins were the major metabolites distinguishing V. bracteatum from V. oldhamii. The contents of anthocyanins such as glycosides of cyanidin were high in V. bracteatum, while glycosides of delphinidin, petunidin, and malvidin were high in V. oldhamii. Antioxidant activities assessed using ABTS and DPPH assays showed the greatest activity in V. oldhamii and revealed the highest correlation with total phenolic, total flavonoid, and total anthocyanin contents and their metabolites.
Quantifying Differential Privacy under Temporal Correlations
Cao, Yang; Yoshikawa, Masatoshi; Xiao, Yonghui; Xiong, Li
2017-01-01
Differential Privacy (DP) has received increasing attention as a rigorous privacy framework. Many existing studies employ traditional DP mechanisms (e.g., the Laplace mechanism) as primitives, which assume that the data are independent, or that adversaries do not have knowledge of the data correlations. However, continuous generated data in the real world tend to be temporally correlated, and such correlations can be acquired by adversaries. In this paper, we investigate the potential privacy loss of a traditional DP mechanism under temporal correlations in the context of continuous data release. First, we model the temporal correlations using Markov model and analyze the privacy leakage of a DP mechanism when adversaries have knowledge of such temporal correlations. Our analysis reveals that the privacy loss of a DP mechanism may accumulate and increase over time. We call it temporal privacy leakage. Second, to measure such privacy loss, we design an efficient algorithm for calculating it in polynomial time. Although the temporal privacy leakage may increase over time, we also show that its supremum may exist in some cases. Third, to bound the privacy loss, we propose mechanisms that convert any existing DP mechanism into one against temporal privacy leakage. Experiments with synthetic data confirm that our approach is efficient and effective. PMID:28883711
Coupling detrended fluctuation analysis of Asian stock markets
NASA Astrophysics Data System (ADS)
Wang, Qizhen; Zhu, Yingming; Yang, Liansheng; Mul, Remco A. H.
2017-04-01
This paper uses the coupling detrended fluctuation analysis (CDFA) method to investigate the multifractal characteristics of four Asian stock markets using three stock indices: stock price returns, trading volumes and the composite index. The results show that coupled correlations exist among the four stock markets and the coupled correlations have multifractal characteristics. We then use the chi square (χ2) test to identify the sources of multifractality. For the different stock indices, the contributions of a single series to multifractality are different. In other words, the contributions of each country to coupled correlations are different. The comparative analysis shows that the research on the combine effect of stock price returns and trading volumes may be more comprehensive than on an individual index. By comparing the strength of multifractality for original data with the residual errors of the vector autoregression (VAR) model, we find that the VAR model could not be used to describe the dynamics of the coupled correlations among four financial time series.
Beeler, N.M.; Lockner, D.A.
2003-01-01
We provide an explanation why earthquake occurrence does not correlate well with the daily solid Earth tides. The explanation is derived from analysis of laboratory experiments in which faults are loaded to quasiperiodic failure by the combined action of a constant stressing rate, intended to simulate tectonic loading, and a small sinusoidal stress, analogous to the Earth tides. Event populations whose failure times correlate with the oscillating stress show two modes of response; the response mode depends on the stressing frequency. Correlation that is consistent with stress threshold failure models, e.g., Coulomb failure, results when the period of stress oscillation exceeds a characteristic time tn; the degree of correlation between failure time and the phase of the driving stress depends on the amplitude and frequency of the stress oscillation and on the stressing rate. When the period of the oscillating stress is less than tn, the correlation is not consistent with threshold failure models, and much higher stress amplitudes are required to induce detectable correlation with the oscillating stress. The physical interpretation of tn is the duration of failure nucleation. Behavior at the higher frequencies is consistent with a second-order dependence of the fault strength on sliding rate which determines the duration of nucleation and damps the response to stress change at frequencies greater than 1/tn. Simple extrapolation of these results to the Earth suggests a very weak correlation of earthquakes with the daily Earth tides, one that would require >13,000 earthquakes to detect. On the basis of our experiments and analysis, the absence of definitive daily triggering of earthquakes by the Earth tides requires that for earthquakes, tn exceeds the daily tidal period. The experiments suggest that the minimum typical duration of earthquake nucleation on the San Andreas fault system is ???1 year.
Statistical functions and relevant correlation coefficients of clearness index
NASA Astrophysics Data System (ADS)
Pavanello, Diego; Zaaiman, Willem; Colli, Alessandra; Heiser, John; Smith, Scott
2015-08-01
This article presents a statistical analysis of the sky conditions, during years from 2010 to 2012, for three different locations: the Joint Research Centre site in Ispra (Italy, European Solar Test Installation - ESTI laboratories), the site of National Renewable Energy Laboratory in Golden (Colorado, USA) and the site of Brookhaven National Laboratories in Upton (New York, USA). The key parameter is the clearness index kT, a dimensionless expression of the global irradiance impinging upon a horizontal surface at a given instant of time. In the first part, the sky conditions are characterized using daily averages, giving a general overview of the three sites. In the second part the analysis is performed using data sets with a short-term resolution of 1 sample per minute, demonstrating remarkable properties of the statistical distributions of the clearness index, reinforced by a proof using fuzzy logic methods. Successively some time-dependent correlations between different meteorological variables are presented in terms of Pearson and Spearman correlation coefficients, and introducing a new one.
Business Metrics for High-Performance Homes: A Colorado Springs Case Study
DOE Office of Scientific and Technical Information (OSTI.GOV)
Beach, R.; Jones, A.
This report explores the correlation between energy efficiency and the business success of home builders by examining a data set of builders and homes in the Colorado Springs, Colorado, market between 2006 and 2014. During this time, the Great Recession of 2007 to 2009 occurred, and new-home sales plummeted both nationally and in Colorado Springs. What is evident from an analysis of builders and homes in Colorado Springs is that builders who had Home Energy Rating System (HERS) ratings performed on some or all of their homes during the Recession remained in business during this challenging economic period. Many buildersmore » who did not have HERS ratings performed on their homes at that time went out of business or left the area. From the analysis presented in this report, it is evident that a correlation exists between energy efficiency and the business success of home builders, although the reasons for this correlation remain largely anecdotal and not yet clearly understood.« less
NASA Astrophysics Data System (ADS)
Davis, S. J.; Egolf, T. A.
1980-07-01
Acoustic characteristics predicted using a recently developed computer code were correlated with measured acoustic data for two helicopter rotors. The analysis, is based on a solution of the Ffowcs-Williams-Hawkings (FW-H) equation and includes terms accounting for both the thickness and loading components of the rotational noise. Computations are carried out in the time domain and assume free field conditions. Results of the correlation show that the Farrassat/Nystrom analysis, when using predicted airload data as input, yields fair but encouraging correlation for the first 6 harmonics of blade passage. It also suggests that although the analysis represents a valuable first step towards developing a truly comprehensive helicopter rotor noise prediction capability, further work remains to be done identifying and incorporating additional noise mechanisms into the code.
Kim, Se-Young; Kim, Kyoung Won; Choi, Sang Hyun; Kwon, Jae Hyun; Song, Gi-Won; Kwon, Heon-Ju; Yun, Young Ju; Lee, Jeongjin; Lee, Sung-Gyu
2017-11-01
To determine the feasibility of using UltraFast Doppler in post-operative evaluation of the hepatic artery (HA) after liver transplantation (LT), we evaluated 283 simultaneous conventional and UltraFast Doppler sessions in 126 recipients over a 2-mo period after LT, using an Aixplorer scanner The Doppler indexes of the HA (peak systolic velocity [PSV], end-diastolic velocity [EDV], resistive index [RI] and systolic acceleration time [SAT]) by retrospective analysis of retrieved waves from UltraFast Doppler clips were compared with those obtained by conventional spectral Doppler. Correlation, performance in diagnosing the pathologic wave, examination time and reproducibility were evaluated. The PSV, EDV, RI and SAT of spectral and UltraFast Doppler measurements exhibited excellent correlation with favorable diagnostic performance. During the bedside examination, the mean time spent for UltraFast clip storing was significantly shorter than that for conventional Doppler US measurements. Both conventional and UltraFast Doppler exhibited good to excellent inter-analysis consistency. In conclusion, compared with conventional spectral Doppler, UltraFast Doppler values correlated excellently and yielded acceptable pathologic wave diagnostic performance with reduced examination time at the bedside and excellent reproducibility. Copyright © 2017 World Federation for Ultrasound in Medicine & Biology. Published by Elsevier Inc. All rights reserved.
Phenomenological analysis of medical time series with regular and stochastic components
NASA Astrophysics Data System (ADS)
Timashev, Serge F.; Polyakov, Yuriy S.
2007-06-01
Flicker-Noise Spectroscopy (FNS), a general approach to the extraction and parameterization of resonant and stochastic components contained in medical time series, is presented. The basic idea of FNS is to treat the correlation links present in sequences of different irregularities, such as spikes, "jumps", and discontinuities in derivatives of different orders, on all levels of the spatiotemporal hierarchy of the system under study as main information carriers. The tools to extract and analyze the information are power spectra and difference moments (structural functions), which complement the information of each other. The structural function stochastic component is formed exclusively by "jumps" of the dynamic variable while the power spectrum stochastic component is formed by both spikes and "jumps" on every level of the hierarchy. The information "passport" characteristics that are determined by fitting the derived expressions to the experimental variations for the stochastic components of power spectra and structural functions are interpreted as the correlation times and parameters that describe the rate of "memory loss" on these correlation time intervals for different irregularities. The number of the extracted parameters is determined by the requirements of the problem under study. Application of this approach to the analysis of tremor velocity signals for a Parkinsonian patient is discussed.
Yamamoto, Shinya; Bamba, Takeshi; Sano, Atsushi; Kodama, Yukako; Imamura, Miho; Obata, Akio; Fukusaki, Eiichiro
2012-08-01
Soy sauces, produced from different ingredients and brewing processes, have variations in components and quality. Therefore, it is extremely important to comprehend the relationship between components and the sensory attributes of soy sauces. The current study sought to perform metabolite profiling in order to devise a method of assessing the attributes of soy sauces. Quantitative descriptive analysis (QDA) data for 24 soy sauce samples were obtained from well selected sensory panelists. Metabolite profiles primarily concerning low-molecular-weight hydrophilic components were based on gas chromatography with time-of-flightmass spectrometry (GC/TOFMS). QDA data for soy sauces were accurately predicted by projection to latent structure (PLS), with metabolite profiles serving as explanatory variables and QDA data set serving as a response variable. Moreover, analysis of correlation between matrices of metabolite profiles and QDA data indicated contributing compounds that were highly correlated with QDA data. Especially, it was indicated that sugars are important components of the tastes of soy sauces. This new approach which combines metabolite profiling with QDA is applicable to analysis of sensory attributes of food as a result of the complex interaction between its components. This approach is effective to search important compounds that contribute to the attributes. Copyright © 2012 The Society for Biotechnology, Japan. Published by Elsevier B.V. All rights reserved.
Correlations and flow of information between the New York Times and stock markets
NASA Astrophysics Data System (ADS)
García-Medina, Andrés; Sandoval, Leonidas; Bañuelos, Efraín Urrutia; Martínez-Argüello, A. M.
2018-07-01
We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indices during 10 months along the period 2015-2016. The set of news is quantified and transformed into daily polarity time series using tools from sentiment analysis. The results show that a common factor influences the world indices and news, which even share the same dynamics. Furthermore, the global correlation structure is found to be preserved when adding white noise, what indicates that correlations are not due to sample size effects. Likewise, we find a considerable amount of information flowing from news to world indices for some specific delay. This is of practical interest for trading purposes. Our results suggest a deep relationship between news and world indices, and show a situation where news drive world market movements, giving a new evidence to support behavioral finance as the current economic paradigm.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pohl, A.; Hübers, H.-W.; Institute of Optical Sensor Systems, German Aerospace Center
2016-03-21
Decaying oscillations of the electric field in repetitive pulses of coherent synchrotron radiation in the terahertz frequency range was evaluated by means of time-resolving and correlation techniques. Comparative analysis of real-time voltage transients of the electrical response and interferograms, which were obtained with an ultrafast zero-bias Schottky diode detector and a Martin-Puplett interferometer, delivers close values of the pulse duration. Consistent results were obtained via the correlation technique with a pair of Golay Cell detectors and a pair of resonant polarisation-sensitive superconducting detectors integrated on one chip. The duration of terahertz synchrotron pulses does not closely correlate with the durationmore » of single-cycle electric field expected for the varying size of electron bunches. We largely attribute the difference to the charge density oscillations in electron bunches and to the low-frequency spectral cut-off imposed by both the synchrotron beamline and the coupling optics of our detectors.« less
La Belle, Jeffrey T; Engelschall, Erica; Lan, Kenneth; Shah, Pankti; Saez, Neil; Maxwell, Stephanie; Adamson, Teagan; Abou-Eid, Michelle; McAferty, Kenyon; Patel, Dharmendra R; Cook, Curtiss B
2014-01-01
A prototype tear glucose (TG) sensor was tested in New Zealand white rabbits to assess eye irritation, blood glucose (BG) and TG lag time, and correlation with BG. A total of 4 animals were used. Eye irritation was monitored by Lissamine green dye and analyzed using image analysis software. Lag time was correlated with an oral glucose load while recording TG and BG readings. Correlation between TG and BG were plotted against one another to form a correlation diagram, using a Yellow Springs Instrument (YSI) and self-monitoring of blood glucose as the reference measurements. Finally, TG levels were calculated using analytically derived expressions. From repeated testing carried over the course of 12 months, little to no eye irritation was detected. TG fluctuations over time visually appeared to trace the same pattern as BG with an average lag times of 13 minutes. TG levels calculated from the device current measurements ranged from 4 to 20 mg/dL and correlated linearly with BG levels of 75-160 mg/dL (TG = 0.1723 BG = 7.9448 mg/dL; R 2 = .7544). The first steps were taken toward preliminary development of a sensor for self-monitoring of tear glucose (SMTG). No conjunctival irritation in any of the animals was noted. Lag time between TG and BG was found to be noticeable, but a quantitative modeling to correlate lag time in this study is unnecessary. Measured currents from the sensors and the calculated TG showed promising correlation to BG levels. Previous analytical bench marking showed BG and TG levels consistent with other literature. © 2014 Diabetes Technology Society.
A generalization of random matrix theory and its application to statistical physics.
Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H
2017-02-01
To study the statistical structure of crosscorrelations in empirical data, we generalize random matrix theory and propose a new method of cross-correlation analysis, known as autoregressive random matrix theory (ARRMT). ARRMT takes into account the influence of auto-correlations in the study of cross-correlations in multiple time series. We first analytically and numerically determine how auto-correlations affect the eigenvalue distribution of the correlation matrix. Then we introduce ARRMT with a detailed procedure of how to implement the method. Finally, we illustrate the method using two examples taken from inflation rates for air pressure data for 95 US cities.
Effect of Heat on Space-Time Correlations in Jets
NASA Technical Reports Server (NTRS)
Bridges, James
2006-01-01
Measurements of space-time correlations of velocity, acquired in jets from acoustic Mach number 0.5 to 1.5 and static temperature ratios up to 2.7 are presented and analyzed. Previous reports of these experiments concentrated on the experimental technique and on validating the data. In the present paper the dataset is analyzed to address the question of how space-time correlations of velocity are different in cold and hot jets. The analysis shows that turbulent kinetic energy intensities, lengthscales, and timescales are impacted by the addition of heat, but by relatively small amounts. This contradicts the models and assumptions of recent aeroacoustic theory trying to predict the noise of hot jets. Once the change in jet potential core length has been factored out, most one- and two-point statistics collapse for all hot and cold jets.
Sample size calculation for stepped wedge and other longitudinal cluster randomised trials.
Hooper, Richard; Teerenstra, Steven; de Hoop, Esther; Eldridge, Sandra
2016-11-20
The sample size required for a cluster randomised trial is inflated compared with an individually randomised trial because outcomes of participants from the same cluster are correlated. Sample size calculations for longitudinal cluster randomised trials (including stepped wedge trials) need to take account of at least two levels of clustering: the clusters themselves and times within clusters. We derive formulae for sample size for repeated cross-section and closed cohort cluster randomised trials with normally distributed outcome measures, under a multilevel model allowing for variation between clusters and between times within clusters. Our formulae agree with those previously described for special cases such as crossover and analysis of covariance designs, although simulation suggests that the formulae could underestimate required sample size when the number of clusters is small. Whether using a formula or simulation, a sample size calculation requires estimates of nuisance parameters, which in our model include the intracluster correlation, cluster autocorrelation, and individual autocorrelation. A cluster autocorrelation less than 1 reflects a situation where individuals sampled from the same cluster at different times have less correlated outcomes than individuals sampled from the same cluster at the same time. Nuisance parameters could be estimated from time series obtained in similarly clustered settings with the same outcome measure, using analysis of variance to estimate variance components. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Dombrowski, M. P.; Labelle, J. W.; Kletzing, C.; Bounds, S. R.; Kaeppler, S. R.
2014-12-01
Langmuir-mode electron plasma waves are frequently observed by spacecraft in active plasma environments such as the ionosphere. Ionospheric Langmuir waves may be excited by the bump-on-tail instability generated by impinging beams of electrons traveling parallel to the background magnetic field (B). The Correlation of High-frequencies and Auroral Roar Measurement (CHARM II) sounding rocket was launched into a substorm at 9:49 UT on 17 February 2010, from the Poker Flat Research Range in Alaska. The primary instruments included the University of Iowa Wave-Particle Correlator (WPC), the Dartmouth High-Frequency Experiment (HFE), several charged particle detectors, low-frequency wave instruments, and a magnetometer. The HFE is a receiver system which effectively yields continuous (100% duty cycle) electric-field waveform measurements from 100 kHz to 5 MHz, and which had its detection axis aligned nominally parallel to B. The HFE output was fed on-payload to the WPC, which uses a phase-locked loop to track the incoming wave frequency with the most power, then sorting incoming electrons at eight energy levels into sixteen wave-phase bins. CHARM II encountered several regions of strong Langmuir wave activity throughout its 15-minute flight, and the WPC showed wave-lock and statistically significant particle correlation distributions during several time periods. We show results of an in-depth analysis of the CHARM II WPC data for the entire flight, including statistical analysis of correlations which show evidence of direct interaction with the Langmuir waves, indicating (at various times) trapping of particles and both driving and damping of Langmuir waves by particles. In particular, the sign of the gradient in particle flux appears to correlate with the phase relation between the electrons and the wave field, with possible implications for the wave physics.
Valciukas, J A; Lilis, R; Wolff, M S; Anderson, H A
1978-01-01
An analysis of findings regarding the prevalence and time course of symptoms and the results of neurobehavioral testing among Michigan and Wisconsin dairy farmers, is reported. Reviewed are: (1) differences in the prevalence of neurological symptoms at the time of examination; (2) differences in the incidence and time course of symptoms for the period 1972--1976; (3) differences among populations and subgroups (sex and age) regarding performance test scores; (4) correlations between performance test scores and neurological symptoms; and (5) correlations between serum PBB levels as indicators of exposure and performance tests and neurological symptoms. PMID:209977
Aeroelastic Flight Data Analysis with the Hilbert-Huang Algorithm
NASA Technical Reports Server (NTRS)
Brenner, Martin J.; Prazenica, Chad
2006-01-01
This report investigates the utility of the Hilbert Huang transform for the analysis of aeroelastic flight data. It is well known that the classical Hilbert transform can be used for time-frequency analysis of functions or signals. Unfortunately, the Hilbert transform can only be effectively applied to an extremely small class of signals, namely those that are characterized by a single frequency component at any instant in time. The recently-developed Hilbert Huang algorithm addresses the limitations of the classical Hilbert transform through a process known as empirical mode decomposition. Using this approach, the data is filtered into a series of intrinsic mode functions, each of which admits a well-behaved Hilbert transform. In this manner, the Hilbert Huang algorithm affords time-frequency analysis of a large class of signals. This powerful tool has been applied in the analysis of scientific data, structural system identification, mechanical system fault detection, and even image processing. The purpose of this report is to demonstrate the potential applications of the Hilbert Huang algorithm for the analysis of aeroelastic systems, with improvements such as localized online processing. Applications for correlations between system input and output, and amongst output sensors, are discussed to characterize the time-varying amplitude and frequency correlations present in the various components of multiple data channels. Online stability analyses and modal identification are also presented. Examples are given using aeroelastic test data from the F-18 Active Aeroelastic Wing airplane, an Aerostructures Test Wing, and pitch plunge simulation.
Aeroelastic Flight Data Analysis with the Hilbert-Huang Algorithm
NASA Technical Reports Server (NTRS)
Brenner, Marty; Prazenica, Chad
2005-01-01
This paper investigates the utility of the Hilbert-Huang transform for the analysis of aeroelastic flight data. It is well known that the classical Hilbert transform can be used for time-frequency analysis of functions or signals. Unfortunately, the Hilbert transform can only be effectively applied to an extremely small class of signals, namely those that are characterized by a single frequency component at any instant in time. The recently-developed Hilbert-Huang algorithm addresses the limitations of the classical Hilbert transform through a process known as empirical mode decomposition. Using this approach, the data is filtered into a series of intrinsic mode functions, each of which admits a well-behaved Hilbert transform. In this manner, the Hilbert-Huang algorithm affords time-frequency analysis of a large class of signals. This powerful tool has been applied in the analysis of scientific data, structural system identification, mechanical system fault detection, and even image processing. The purpose of this paper is to demonstrate the potential applications of the Hilbert-Huang algorithm for the analysis of aeroelastic systems, with improvements such as localized/online processing. Applications for correlations between system input and output, and amongst output sensors, are discussed to characterize the time-varying amplitude and frequency correlations present in the various components of multiple data channels. Online stability analyses and modal identification are also presented. Examples are given using aeroelastic test data from the F/A-18 Active Aeroelastic Wing aircraft, an Aerostructures Test Wing, and pitch-plunge simulation.
NASA Astrophysics Data System (ADS)
Chung, Sang Yong; Senapathi, Venkatramanan; Sekar, Selvam; Kim, Tae Hyung
2018-02-01
Monitoring and time-series analysis of the hydrological parameters electrical conductivity (EC), water pressure, precipitation and tide were carried out, to understand the characteristics of the parameter variations and their correlations at a coastal area in Busan, South Korea. The monitoring data were collected at a sharp interface between freshwater and saline water at the depth of 25 m below ground. Two well-logging profiles showed that seawater intrusion has largely expanded (progressed inland), and has greatly affected the groundwater quality in a coastal aquifer of tuffaceous sedimentary rock over a 9-year period. According to the time series analyses, the periodograms of the hydrological parameters present very similar trends to the power spectral densities (PSD) of the hydrological parameters. Autocorrelation functions (ACF) and partial autocorrelation functions (PACF) of the hydrological parameters were produced to evaluate their self-correlations. The ACFs of all hydrologic parameters showed very good correlation over the entire time lag, but the PACF revealed that the correlations were good only at time lag 1. Crosscorrelation functions (CCF) were used to evaluate the correlations between the hydrological parameters and the characteristics of seawater intrusion in the coastal aquifer system. The CCFs showed that EC had a close relationship with water pressure and precipitation rather than tide. The CCFs of water pressure with tide and precipitation were in inverse proportion, and the CCF of water pressure with precipitation was larger than that with tide.
Exploring the role of auditory analysis in atypical compared to typical language development.
Grube, Manon; Cooper, Freya E; Kumar, Sukhbinder; Kelly, Tom; Griffiths, Timothy D
2014-02-01
The relationship between auditory processing and language skills has been debated for decades. Previous findings have been inconsistent, both in typically developing and impaired subjects, including those with dyslexia or specific language impairment. Whether correlations between auditory and language skills are consistent between different populations has hardly been addressed at all. The present work presents an exploratory approach of testing for patterns of correlations in a range of measures of auditory processing. In a recent study, we reported findings from a large cohort of eleven-year olds on a range of auditory measures and the data supported a specific role for the processing of short sequences in pitch and time in typical language development. Here we tested whether a group of individuals with dyslexic traits (DT group; n = 28) from the same year group would show the same pattern of correlations between auditory and language skills as the typically developing group (TD group; n = 173). Regarding the raw scores, the DT group showed a significantly poorer performance on the language but not the auditory measures, including measures of pitch, time and rhythm, and timbre (modulation). In terms of correlations, there was a tendency to decrease in correlations between short-sequence processing and language skills, contrasted by a significant increase in correlation for basic, single-sound processing, in particular in the domain of modulation. The data support the notion that the fundamental relationship between auditory and language skills might differ in atypical compared to typical language development, with the implication that merging data or drawing inference between populations might be problematic. Further examination of the relationship between both basic sound feature analysis and music-like sound analysis and language skills in impaired populations might allow the development of appropriate training strategies. These might include types of musical training to augment language skills via their common bases in sound sequence analysis. Copyright © 2013 The Authors. Published by Elsevier B.V. All rights reserved.
Joshi, Molishree; Keith Pittman, H; Haisch, Carl; Verbanac, Kathryn
2008-09-01
Quantitative real-time PCR (qPCR) is a sensitive technique for the detection and quantitation of specific DNA sequences. Here we describe a Taqman qPCR assay for quantification of tissue-localized, adoptively transferred enhanced green fluorescent protein (EGFP)-transgenic cells. A standard curve constructed from serial dilutions of a plasmid containing the EGFP transgene was (i) highly reproducible, (ii) detected as few as two copies, and (iii) was included in each qPCR assay. qPCR analysis of genomic DNA was used to determine transgene copy number in several mouse strains. Fluorescent microscopy of tissue sections showed that adoptively transferred vascular endothelial cells (VEC) from EGFP-transgenic mice specifically localized to tissue with metastatic tumors in syngeneic recipients. VEC microscopic enumeration of liver metastases strongly correlated with qPCR analysis of identical sections (Pearson correlation 0.81). EGFP was undetectable in tissue from control mice by qPCR. In another study using intra-tumor EGFP-VEC delivery to subcutaneous tumors, manual cell count and qPCR analysis of alternating sections also strongly correlated (Pearson correlation 0.82). Confocal microscopy of the subcutaneous tumor sections determined that visual fluorescent signals were frequently tissue artifacts. This qPCR methodology offers specific, objective, and rapid quantitation, uncomplicated by tissue autofluorescence, and should be readily transferable to other in vivo models to quantitate the biolocalization of transplanted cells.
Network Connectivity for Permanent, Transient, Independent, and Correlated Faults
NASA Technical Reports Server (NTRS)
White, Allan L.; Sicher, Courtney; henry, Courtney
2012-01-01
This paper develops a method for the quantitative analysis of network connectivity in the presence of both permanent and transient faults. Even though transient noise is considered a common occurrence in networks, a survey of the literature reveals an emphasis on permanent faults. Transient faults introduce a time element into the analysis of network reliability. With permanent faults it is sufficient to consider the faults that have accumulated by the end of the operating period. With transient faults the arrival and recovery time must be included. The number and location of faults in the system is a dynamic variable. Transient faults also introduce system recovery into the analysis. The goal is the quantitative assessment of network connectivity in the presence of both permanent and transient faults. The approach is to construct a global model that includes all classes of faults: permanent, transient, independent, and correlated. A theorem is derived about this model that give distributions for (1) the number of fault occurrences, (2) the type of fault occurrence, (3) the time of the fault occurrences, and (4) the location of the fault occurrence. These results are applied to compare and contrast the connectivity of different network architectures in the presence of permanent, transient, independent, and correlated faults. The examples below use a Monte Carlo simulation, but the theorem mentioned above could be used to guide fault-injections in a laboratory.
Aerosol Index Dynamics over Athens and Beijing
NASA Astrophysics Data System (ADS)
Christodoulakis, J.; Varotsos, C.; Tzanis, C.; Xue, Y.
2014-11-01
We present the analysis of monthly mean Aerosol Index (AI) values, over Athens, Greece, and Beijing, China, for the period 1979-2012. The aim of the analysis is the identification of time scaling in the AI time series, by using a data analysis technique that would not be affected by the non-stationarity of the data. The appropriate technique satisfying this criterion is the Detrended Fluctuation Analysis (DF A). For the deseasonalization of time series classic Wiener method was applied filtering out the seasonal - 3 months, semiannual - 6 months and annual - 12 months periods. The data analysis for both Athens and Beijing revealed that the exponents α for both time periods are greater than 0.5 indicating that persistence of the correlations in the fluctuations of the deseasonalized AI values exists for time scales between about 4 months and 3.5 years (for the period 1979-1993) or 4 years (for the period 1996-2012).
Aerosol Index Dynamics over Athens and Beijing
NASA Astrophysics Data System (ADS)
Christodoulakis, J.; Varotsos, C.; Tzanis, C.; Xue, Y.
2014-11-01
We present the analysis of monthly mean Aerosol Index (AI) values, over Athens, Greece, and Beijing, China, for the period 1979- 2012. The aim of the analysis is the identification of time scaling in the AI time series, by using a data analysis technique that would not be affected by the non-stationarity of the data. The appropriate technique satisfying this criterion is the Detrended Fluctuation Analysis (DFA). For the deseasonalization of time series classic Wiener method was applied filtering out the seasonal - 3 months, semiannual - 6 months and annual - 12 months periods. The data analysis for both Athens and Beijing revealed that the exponents α for both time periods are greater than 0.5 indicating that persistence of the correlations in the fluctuations of the deseasonalized AI values exists for time scales between about 4 months and 3.5 years (for the period 1979-1993) or 4 years (for the period 1996-2012).
Thematic mapper studies band correlation analysis
NASA Technical Reports Server (NTRS)
Ungar, S. G.; Kiang, R.
1976-01-01
Spectral data representative of thematic mapper candidate bands 1 and 3 to 7 were obtained by selecting appropriate combinations of bands from the JSC 24 channel multispectral scanner. Of all the bands assigned, only candidate bands 4 (.74 mu to .80 mu) and 5 (.80 mu to .91 mu) showed consistently high intercorrelation from region to region and time to time. This extremely high correlation persisted when looking at the composite data set in a multitemporal, multilocation domain. The GISS investigations lend positive confirmation to the hypothesis, that TM bands 4 and 5 are redundant.
NASA Astrophysics Data System (ADS)
Yu, Hongjuan; Guo, Jinyun; Kong, Qiaoli; Chen, Xiaodong
2018-04-01
The static observation data from a relative gravimeter contain noise and signals such as gravity tides. This paper focuses on the extraction of the gravity tides from the static relative gravimeter data for the first time applying the combined method of empirical mode decomposition (EMD) and independent component analysis (ICA), called the EMD-ICA method. The experimental results from the CG-5 gravimeter (SCINTREX Limited Ontario Canada) data show that the gravity tides time series derived by EMD-ICA are consistent with the theoretical reference (Longman formula) and the RMS of their differences only reaches 4.4 μGal. The time series of the gravity tides derived by EMD-ICA have a strong correlation with the theoretical time series and the correlation coefficient is greater than 0.997. The accuracy of the gravity tides estimated by EMD-ICA is comparable to the theoretical model and is slightly higher than that of independent component analysis (ICA). EMD-ICA could overcome the limitation of ICA having to process multiple observations and slightly improve the extraction accuracy and reliability of gravity tides from relative gravimeter data compared to that estimated with ICA.
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket
NASA Astrophysics Data System (ADS)
Wang, Gang-Jin; Xie, Chi
2013-03-01
We investigate the cross-correlations between Renminbi (CNY) and four major currencies (USD, EUR, JPY, and KRW) in the Renminbi currency basket, i.e., the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Qualitatively, using a statistical test in analogy to the Ljung-Box test, we find that cross-correlations significantly exist in CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Quantitatively, employing the detrended cross-correlation analysis (DCCA) method, we find that the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW are weakly persistent. We use the DCCA cross-correlation coefficient ρ to quantify the level of cross-correlations and find the currency weight in the Renminbi currency basket is arranged in the order of USD>EUR>JPY >KRW. Using the method of rolling windows, which can capture the time-varying cross-correlation scaling exponents, we find that: (i) CNY and USD are positively cross-correlated over time, but the cross-correlations of CNY-USD are anti-persistent during the US sub-prime crisis and the European debt crisis. (ii) The cross-correlation scaling exponents of CNY-EUR have the cyclical fluctuation with a nearly two-year cycle. (iii) CNY-JPY has long-term negative cross-correlations, during the European debt crisis, but CNY and KRW are positively cross-correlated.
Nonlinear analysis of pupillary dynamics.
Onorati, Francesco; Mainardi, Luca Tommaso; Sirca, Fabiola; Russo, Vincenzo; Barbieri, Riccardo
2016-02-01
Pupil size reflects autonomic response to different environmental and behavioral stimuli, and its dynamics have been linked to other autonomic correlates such as cardiac and respiratory rhythms. The aim of this study is to assess the nonlinear characteristics of pupil size of 25 normal subjects who participated in a psychophysiological experimental protocol with four experimental conditions, namely “baseline”, “anger”, “joy”, and “sadness”. Nonlinear measures, such as sample entropy, correlation dimension, and largest Lyapunov exponent, were computed on reconstructed signals of spontaneous fluctuations of pupil dilation. Nonparametric statistical tests were performed on surrogate data to verify that the nonlinear measures are an intrinsic characteristic of the signals. We then developed and applied a piecewise linear regression model to detrended fluctuation analysis (DFA). Two joinpoints and three scaling intervals were identified: slope α0, at slow time scales, represents a persistent nonstationary long-range correlation, whereas α1 and α2, at middle and fast time scales, respectively, represent long-range power-law correlations, similarly to DFA applied to heart rate variability signals. Of the computed complexity measures, α0 showed statistically significant differences among experimental conditions (p<0.001). Our results suggest that (a) pupil size at constant light condition is characterized by nonlinear dynamics, (b) three well-defined and distinct long-memory processes exist at different time scales, and (c) autonomic stimulation is partially reflected in nonlinear dynamics. (c) autonomic stimulation is partially reflected in nonlinear dynamics.
Chen, L; Liu, J; Xu, T; Long, X; Lin, J
2010-07-01
The study aims were to investigate the correlation between vertebral shape and hand-wrist maturation and to select characteristic parameters of C2-C5 (the second to fifth cervical vertebrae) for cervical vertebral maturation determination by mixed longitudinal data. 87 adolescents (32 males, 55 females) aged 8-18 years with normal occlusion were studied. Sequential lateral cephalograms and hand-wrist radiographs were taken annually for 6 consecutive years. Lateral cephalograms were divided into 11 maturation groups according to Fishman Skeletal Maturity Indicators (SMI). 62 morphological measurements of C2-C5 at 11 different developmental stages (SMI1-11) were measured and analysed. Locally weighted scatterplot smoothing, correlation coefficient analysis and variable cluster analysis were used for statistical analysis. Of the 62 cervical vertebral parameters, 44 were positively correlated with SMI, 6 were negatively correlated and 12 were not correlated. The correlation coefficients between cervical vertebral parameters and SMI were relatively high. Characteristic parameters for quantitative analysis of cervical vertebral maturation were selected. In summary, cervical vertebral maturation could be used reliably to evaluate the skeletal stage instead of the hand-wrist radiographic method. Selected characteristic parameters offered a simple and objective reference for the assessment of skeletal maturity and timing of orthognathic surgery. Copyright 2010 International Association of Oral and Maxillofacial Surgeons. Published by Elsevier Ltd. All rights reserved.
Time-Series Analysis of Supergranule Characterstics at Solar Minimum
NASA Technical Reports Server (NTRS)
Williams, Peter E.; Pesnell, W. Dean
2013-01-01
Sixty days of Doppler images from the Solar and Heliospheric Observatory (SOHO) / Michelson Doppler Imager (MDI) investigation during the 1996 and 2008 solar minima have been analyzed to show that certain supergranule characteristics (size, size range, and horizontal velocity) exhibit fluctuations of three to five days. Cross-correlating parameters showed a good, positive correlation between supergranulation size and size range, and a moderate, negative correlation between size range and velocity. The size and velocity do exhibit a moderate, negative correlation, but with a small time lag (less than 12 hours). Supergranule sizes during five days of co-temporal data from MDI and the Solar Dynamics Observatory (SDO) / Helioseismic Magnetic Imager (HMI) exhibit similar fluctuations with a high level of correlation between them. This verifies the solar origin of the fluctuations, which cannot be caused by instrumental artifacts according to these observations. Similar fluctuations are also observed in data simulations that model the evolution of the MDI Doppler pattern over a 60-day period. Correlations between the supergranule size and size range time-series derived from the simulated data are similar to those seen in MDI data. A simple toy-model using cumulative, uncorrelated exponential growth and decay patterns at random emergence times produces a time-series similar to the data simulations. The qualitative similarities between the simulated and the observed time-series suggest that the fluctuations arise from stochastic processes occurring within the solar convection zone. This behavior, propagating to surface manifestations of supergranulation, may assist our understanding of magnetic-field-line advection, evolution, and interaction.
2014-06-17
100 0 2 4 Wigner distribution 0 50 100 0 0.5 1 Auto-correlation function 0 50 100 0 2 4 L- Wigner distribution 0 50 100 0 0.5 1 Auto-correlation function ...bilinear or higher order autocorrelation functions will increase the number of missing samples, the analysis shows that accurate instantaneous...frequency estimation can be achieved even if we deal with only few samples, as long as the auto-correlation function is properly chosen to coincide with
Correlating cookoff violence with pre-ignition damage.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wente, William Baker; Hobbs, Michael L.; Kaneshige, Michael Jiro
Predicting the response of energetic materials during accidents, such as fire, is important for high consequence safety analysis. We hypothesize that responses of ener-getic materials before and after ignition depend on factors that cause thermal and chemi-cal damage. We have previously correlated violence from PETN to the extent of decom-position at ignition, determined as the time when the maximum Damkoehler number ex-ceeds a threshold value. We seek to understand if our method of violence correlation ap-plies universally to other explosive starting with RDX.
Global trends in visibility: Implications for dust sources
Mahowald, N.M.; Ballantine, J.A.; Feddema, J.; Ramankutty, N.
2007-01-01
There is a large uncertainty in the relative roles of human land use, climate change and carbon dioxide fertilization in changing desert dust source strength over the past 100 years, and the overall sign of human impacts on dust is not known. We used visibility data from meteorological stations in dusty regions to assess the anthropogenic impact on long term trends in desert dust emissions. We did this by looking at time series of visibility derived variables and their correlations with precipitation, drought, winds, land use and grazing. Visibility data are available at thousands of stations globally from 1900 to the present, but we focused on 357 stations with more than 30 years of data in regions where mineral aerosols play a dominant role in visibility observations. We evaluated the 1974 to 2003 time period because most of these stations have reliable records only during this time. We first evaluated the visibility data against AERONET aerosol optical depth data, and found that only in dusty regions are the two moderately correlated. Correlation coefficients between visibility-derived variables and AERONET optical depths indicate a moderate correlation (0.47), consistent with capturing about 20% of the variability in optical depths. Two visibility-derived variables appear to compare the best with AERONET observations: the fraction of observations with visibility less than 5 km (VIS5) and the surface extinction (EXT). Regional trends show that in many dusty places, VIS5 and EXT are statistically significantly correlated with the Palmer drought severity index (based on precipitation and temperature) or surface wind speeds, consistent with dust temporal variability being largely driven by meteorology. This is especially true for North African and Chinese dust sources, but less true in the Middle East, Australia or South America, where there are not consistent patterns in the correlations. Climate indices such as El Nino or the North Atlantic Oscillation are not correlated with visibility-derived variables in this analysis. There are few stations where visibility measures are correlated with cultivation or grazing estimates on a temporal basis, although this may be a function of the very coarse temporal resolution of the land use datasets. On the other hand, spatial analysis of the visibility data suggests that natural topographic lows are not correlated with VIS5 or EXT, but land use is correlated at a moderate level. This analysis is consistent with land use being important in some regions, but meteorology driving interannual variability during 1974-2003.
Nagel, Anna C; Spitzberg, Brian H; An, Li; Gawron, J Mark; Gupta, Dipak K; Yang, Jiue-An; Han, Su; Peddecord, K Michael; Lindsay, Suzanne; Sawyer, Mark H
2013-01-01
Background Surveillance plays a vital role in disease detection, but traditional methods of collecting patient data, reporting to health officials, and compiling reports are costly and time consuming. In recent years, syndromic surveillance tools have expanded and researchers are able to exploit the vast amount of data available in real time on the Internet at minimal cost. Many data sources for infoveillance exist, but this study focuses on status updates (tweets) from the Twitter microblogging website. Objective The aim of this study was to explore the interaction between cyberspace message activity, measured by keyword-specific tweets, and real world occurrences of influenza and pertussis. Tweets were aggregated by week and compared to weekly influenza-like illness (ILI) and weekly pertussis incidence. The potential effect of tweet type was analyzed by categorizing tweets into 4 categories: nonretweets, retweets, tweets with a URL Web address, and tweets without a URL Web address. Methods Tweets were collected within a 17-mile radius of 11 US cities chosen on the basis of population size and the availability of disease data. Influenza analysis involved all 11 cities. Pertussis analysis was based on the 2 cities nearest to the Washington State pertussis outbreak (Seattle, WA and Portland, OR). Tweet collection resulted in 161,821 flu, 6174 influenza, 160 pertussis, and 1167 whooping cough tweets. The correlation coefficients between tweets or subgroups of tweets and disease occurrence were calculated and trends were presented graphically. Results Correlations between weekly aggregated tweets and disease occurrence varied greatly, but were relatively strong in some areas. In general, correlation coefficients were stronger in the flu analysis compared to the pertussis analysis. Within each analysis, flu tweets were more strongly correlated with ILI rates than influenza tweets, and whooping cough tweets correlated more strongly with pertussis incidence than pertussis tweets. Nonretweets correlated more with disease occurrence than retweets, and tweets without a URL Web address correlated better with actual incidence than those with a URL Web address primarily for the flu tweets. Conclusions This study demonstrates that not only does keyword choice play an important role in how well tweets correlate with disease occurrence, but that the subgroup of tweets used for analysis is also important. This exploratory work shows potential in the use of tweets for infoveillance, but continued efforts are needed to further refine research methods in this field. PMID:24158773
Roy, Vandana; Shukla, Shailja; Shukla, Piyush Kumar; Rawat, Paresh
2017-01-01
The motion generated at the capturing time of electro-encephalography (EEG) signal leads to the artifacts, which may reduce the quality of obtained information. Existing artifact removal methods use canonical correlation analysis (CCA) for removing artifacts along with ensemble empirical mode decomposition (EEMD) and wavelet transform (WT). A new approach is proposed to further analyse and improve the filtering performance and reduce the filter computation time under highly noisy environment. This new approach of CCA is based on Gaussian elimination method which is used for calculating the correlation coefficients using backslash operation and is designed for EEG signal motion artifact removal. Gaussian elimination is used for solving linear equation to calculate Eigen values which reduces the computation cost of the CCA method. This novel proposed method is tested against currently available artifact removal techniques using EEMD-CCA and wavelet transform. The performance is tested on synthetic and real EEG signal data. The proposed artifact removal technique is evaluated using efficiency matrices such as del signal to noise ratio (DSNR), lambda ( λ ), root mean square error (RMSE), elapsed time, and ROC parameters. The results indicate suitablity of the proposed algorithm for use as a supplement to algorithms currently in use.
Time-series analysis to study the impact of an intersection on dispersion along a street canyon.
Richmond-Bryant, Jennifer; Eisner, Alfred D; Hahn, Intaek; Fortune, Christopher R; Drake-Richman, Zora E; Brixey, Laurie A; Talih, M; Wiener, Russell W; Ellenson, William D
2009-12-01
This paper presents data analysis from the Brooklyn Traffic Real-Time Ambient Pollutant Penetration and Environmental Dispersion (B-TRAPPED) study to assess the transport of ultrafine particulate matter (PM) across urban intersections. Experiments were performed in a street canyon perpendicular to a highway in Brooklyn, NY, USA. Real-time ultrafine PM samplers were positioned on either side of an intersection at multiple locations along a street to collect time-series number concentration data. Meteorology equipment was positioned within the street canyon and at an upstream background site to measure wind speed and direction. Time-series analysis was performed on the PM data to compute a transport velocity along the direction of the street for the cases where background winds were parallel and perpendicular to the street. The data were analyzed for sampler pairs located (1) on opposite sides of the intersection and (2) on the same block. The time-series analysis demonstrated along-street transport, including across the intersection when background winds were parallel to the street canyon and there was minimal transport and no communication across the intersection when background winds were perpendicular to the street canyon. Low but significant values of the cross-correlation function (CCF) underscore the turbulent nature of plume transport along the street canyon. The low correlations suggest that flow switching around corners or traffic-induced turbulence at the intersection may have aided dilution of the PM plume from the highway. This observation supports similar findings in the literature. Furthermore, the time-series analysis methodology applied in this study is introduced as a technique for studying spatiotemporal variation in the urban microscale environment.
NASA Astrophysics Data System (ADS)
Kurz, Felix; Kampf, Thomas; Buschle, Lukas; Schlemmer, Heinz-Peter; Bendszus, Martin; Heiland, Sabine; Ziener, Christian
2016-12-01
In biological tissue, an accumulation of similarly shaped objects with a susceptibility difference to the surrounding tissue generates a local distortion of the external magnetic field in magnetic resonance imaging. It induces stochastic field fluctuations that characteristically influence proton spin diffusion in the vicinity of these magnetic perturbers. The magnetic field correlation that is associated with such local magnetic field inhomogeneities can be expressed in the form of a dynamic frequency autocorrelation function that is related to the time evolution of the measured magnetization. Here, an eigenfunction expansion for two simple magnetic perturber shapes, that of spheres and cylinders, is considered for restricted spin diffusion in a simple model geometry. Then, the concept of generalized moment analysis, an approximation technique that is applied in the study of (non-)reactive processes that involve Brownian motion, allows to provide analytical expressions for the correlation function for different exponential decay forms. Results for the biexponential decay for both spherical and cylindrical magnetized objects are derived and compared with the frequently used (less accurate) monoexponential decay forms. They are in asymptotic agreement with the numerically exact value of the correlation function for long and short times.
SSVEP recognition using common feature analysis in brain-computer interface.
Zhang, Yu; Zhou, Guoxu; Jin, Jing; Wang, Xingyu; Cichocki, Andrzej
2015-04-15
Canonical correlation analysis (CCA) has been successfully applied to steady-state visual evoked potential (SSVEP) recognition for brain-computer interface (BCI) application. Although the CCA method outperforms the traditional power spectral density analysis through multi-channel detection, it requires additionally pre-constructed reference signals of sine-cosine waves. It is likely to encounter overfitting in using a short time window since the reference signals include no features from training data. We consider that a group of electroencephalogram (EEG) data trials recorded at a certain stimulus frequency on a same subject should share some common features that may bear the real SSVEP characteristics. This study therefore proposes a common feature analysis (CFA)-based method to exploit the latent common features as natural reference signals in using correlation analysis for SSVEP recognition. Good performance of the CFA method for SSVEP recognition is validated with EEG data recorded from ten healthy subjects, in contrast to CCA and a multiway extension of CCA (MCCA). Experimental results indicate that the CFA method significantly outperformed the CCA and the MCCA methods for SSVEP recognition in using a short time window (i.e., less than 1s). The superiority of the proposed CFA method suggests it is promising for the development of a real-time SSVEP-based BCI. Copyright © 2014 Elsevier B.V. All rights reserved.
Image correlation microscopy for uniform illumination.
Gaborski, T R; Sealander, M N; Ehrenberg, M; Waugh, R E; McGrath, J L
2010-01-01
Image cross-correlation microscopy is a technique that quantifies the motion of fluorescent features in an image by measuring the temporal autocorrelation function decay in a time-lapse image sequence. Image cross-correlation microscopy has traditionally employed laser-scanning microscopes because the technique emerged as an extension of laser-based fluorescence correlation spectroscopy. In this work, we show that image correlation can also be used to measure fluorescence dynamics in uniform illumination or wide-field imaging systems and we call our new approach uniform illumination image correlation microscopy. Wide-field microscopy is not only a simpler, less expensive imaging modality, but it offers the capability of greater temporal resolution over laser-scanning systems. In traditional laser-scanning image cross-correlation microscopy, lateral mobility is calculated from the temporal de-correlation of an image, where the characteristic length is the illuminating laser beam width. In wide-field microscopy, the diffusion length is defined by the feature size using the spatial autocorrelation function. Correlation function decay in time occurs as an object diffuses from its original position. We show that theoretical and simulated comparisons between Gaussian and uniform features indicate the temporal autocorrelation function depends strongly on particle size and not particle shape. In this report, we establish the relationships between the spatial autocorrelation function feature size, temporal autocorrelation function characteristic time and the diffusion coefficient for uniform illumination image correlation microscopy using analytical, Monte Carlo and experimental validation with particle tracking algorithms. Additionally, we demonstrate uniform illumination image correlation microscopy analysis of adhesion molecule domain aggregation and diffusion on the surface of human neutrophils.
Empirical mode decomposition and long-range correlation analysis of sunspot time series
NASA Astrophysics Data System (ADS)
Zhou, Yu; Leung, Yee
2010-12-01
Sunspots, which are the best known and most variable features of the solar surface, affect our planet in many ways. The number of sunspots during a period of time is highly variable and arouses strong research interest. When multifractal detrended fluctuation analysis (MF-DFA) is employed to study the fractal properties and long-range correlation of the sunspot series, some spurious crossover points might appear because of the periodic and quasi-periodic trends in the series. However many cycles of solar activities can be reflected by the sunspot time series. The 11-year cycle is perhaps the most famous cycle of the sunspot activity. These cycles pose problems for the investigation of the scaling behavior of sunspot time series. Using different methods to handle the 11-year cycle generally creates totally different results. Using MF-DFA, Movahed and co-workers employed Fourier truncation to deal with the 11-year cycle and found that the series is long-range anti-correlated with a Hurst exponent, H, of about 0.12. However, Hu and co-workers proposed an adaptive detrending method for the MF-DFA and discovered long-range correlation characterized by H≈0.74. In an attempt to get to the bottom of the problem in the present paper, empirical mode decomposition (EMD), a data-driven adaptive method, is applied to first extract the components with different dominant frequencies. MF-DFA is then employed to study the long-range correlation of the sunspot time series under the influence of these components. On removing the effects of these periods, the natural long-range correlation of the sunspot time series can be revealed. With the removal of the 11-year cycle, a crossover point located at around 60 months is discovered to be a reasonable point separating two different time scale ranges, H≈0.72 and H≈1.49. And on removing all cycles longer than 11 years, we have H≈0.69 and H≈0.28. The three cycle-removing methods—Fourier truncation, adaptive detrending and the proposed EMD-based method—are further compared, and possible reasons for the different results are given. Two numerical experiments are designed for quantitatively evaluating the performances of these three methods in removing periodic trends with inexact/exact cycles and in detecting the possible crossover points.
Sector Identification in a Set of Stock Return Time Series Traded at the London Stock Exchange
NASA Astrophysics Data System (ADS)
Coronnello, C.; Tumminello, M.; Lillo, F.; Micciche, S.; Mantegna, R. N.
2005-09-01
We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a portfolio of stocks traded at the London Stock Exchange. The investigated time series are recorded both at a daily time horizon and at a 5-minute time horizon. The correlation coefficient matrix is very different at different time horizons confirming that more structured correlation coefficient matrices are observed for long time horizons. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methods present a different degree of sensitivity with respect to different sectors. Our comparative analysis suggests that the application of just a single method could not be able to extract all the economic information present in the correlation coefficient matrix of a stock portfolio.
NASA Technical Reports Server (NTRS)
Palumbo, Dan
2008-01-01
The lifetimes of coherent structures are derived from data correlated over a 3 sensor array sampling streamwise sidewall pressure at high Reynolds number (> 10(exp 8)). The data were acquired at subsonic, transonic and supersonic speeds aboard a Tupolev Tu-144. The lifetimes are computed from a variant of the correlation length termed the lifelength. Characteristic lifelengths are estimated by fitting a Gaussian distribution to the sensors cross spectra and are shown to compare favorably with Efimtsov s prediction of correlation space scales. Lifelength distributions are computed in the time/frequency domain using an interval correlation technique on the continuous wavelet transform of the original time data. The median values of the lifelength distributions are found to be very close to the frequency averaged result. The interval correlation technique is shown to allow the retrieval and inspection of the original time data of each event in the lifelength distributions, thus providing a means to locate and study the nature of the coherent structure in the turbulent boundary layer. The lifelength data are converted to lifetimes using the convection velocity. The lifetime of events in the time/frequency domain are displayed in Lifetime Maps. The primary purpose of the paper is to validate these new analysis techniques so that they can be used with confidence to further characterize the behavior of coherent structures in the turbulent boundary layer.
Time dependence of the pH of rain
John A. Kadlecek; Volkar A. Mohnen
1976-01-01
Standard procedures for determining the pH of rain samples usually involve substantial delays from the time of rainfall to the time of analysis. This assumes that no change in pH occurs during the storage period. We have found that this is not always true. We have determined that individual rain water samples possess a time dependent pH which can be correlated with the...
SGR 1822-1606: Constant Spin Period
NASA Astrophysics Data System (ADS)
Serim, M.; Baykal, A.; Inam, S. C.
2011-08-01
We have analyzed light curve of the new source SGR 1822-1606 (Cummings et al. GCN 12159) using the real time data of RXTE observations. We have extracted light curve for 11 pointings with a time span of about 20 days and employed pulse timing analysis using the harmonic representation of pulses. Using the cross correlation of harmonic representation of pulses, we have obtained pulse arrival times.
Fountas, Grigorios; Sarwar, Md Tawfiq; Anastasopoulos, Panagiotis Ch; Blatt, Alan; Majka, Kevin
2018-04-01
Traditional accident analysis typically explores non-time-varying (stationary) factors that affect accident occurrence on roadway segments. However, the impact of time-varying (dynamic) factors is not thoroughly investigated. This paper seeks to simultaneously identify pre-crash stationary and dynamic factors of accident occurrence, while accounting for unobserved heterogeneity. Using highly disaggregate information for the potential dynamic factors, and aggregate data for the traditional stationary elements, a dynamic binary random parameters (mixed) logit framework is employed. With this approach, the dynamic nature of weather-related, and driving- and pavement-condition information is jointly investigated with traditional roadway geometric and traffic characteristics. To additionally account for the combined effect of the dynamic and stationary factors on the accident occurrence, the developed random parameters logit framework allows for possible correlations among the random parameters. The analysis is based on crash and non-crash observations between 2011 and 2013, drawn from urban and rural highway segments in the state of Washington. The findings show that the proposed methodological framework can account for both stationary and dynamic factors affecting accident occurrence probabilities, for panel effects, for unobserved heterogeneity through the use of random parameters, and for possible correlation among the latter. The comparative evaluation among the correlated grouped random parameters, the uncorrelated random parameters logit models, and their fixed parameters logit counterpart, demonstrate the potential of the random parameters modeling, in general, and the benefits of the correlated grouped random parameters approach, specifically, in terms of statistical fit and explanatory power. Published by Elsevier Ltd.
Schiffman, Jeffrey M; Chelidze, David; Adams, Albert; Segala, David B; Hasselquist, Leif
2009-09-18
Linking human mechanical work to physiological work for the purpose of developing a model of physical fatigue is a complex problem that cannot be solved easily by conventional biomechanical analysis. The purpose of the study was to determine if two nonlinear analysis methods can address the fundamental issue of utilizing kinematic data to track oxygen consumption from a prolonged walking trial: we evaluated the effectiveness of dynamical systems and fractal analysis in this study. Further, we selected, oxygen consumption as a measure to represent the underlying physiological measure of fatigue. Three male US Army Soldier volunteers (means: 23.3 yr; 1.80 m; 77.3 kg) walked for 120 min at 1.34 m/s with a 40-kg load on a level treadmill. Gait kinematic data and oxygen consumption (VO(2)) data were collected over the 120-min period. For the fractal analysis, utilizing stride interval data, we calculated fractal dimension. For the dynamical systems analysis, kinematic angle time series were used to estimate phase space warping based features at uniform time intervals: smooth orthogonal decomposition (SOD) was used to extract slowly time-varying trends from these features. Estimated fractal dimensions showed no apparent trend or correlation with independently measured VO(2). While inter-individual difference did exist in the VO(2) data, dominant SOD time trends tracked and correlated with the VO(2) for all volunteers. Thus, dynamical systems analysis using gait kinematics may be suitable to develop a model to predict physiologic fatigue based on biomechanical work.
NASA Astrophysics Data System (ADS)
Macmynowski, Dena P.; Root, Terry L.
2007-05-01
The intra- and inter-season complexity of bird migration has received limited attention in climatic change research. Our phenological analysis of 22 species collected in Chicago, USA, (1979 2002) evaluates the relationship between multi-scalar climate variables and differences (1) in arrival timing between sexes, (2) in arrival distributions among species, and (3) between spring and fall migration. The early migratory period for earliest arriving species (i.e., short-distance migrants) and earliest arriving individuals of a species (i.e., males) most frequently correlate with climate variables. Compared to long-distance migrant species, four times as many short-distance migrants correlate with spring temperature, while 8 of 11 (73%) of long-distance migrant species’ arrival is correlated with the North Atlantic Oscillation (NAO). While migratory phenology has been correlated with NAO in Europe, we believe that this is the first documentation of a significant association in North America. Geographically proximate conditions apparently influence migratory timing for short-distance migrants while continental-scale climate (e.g., NAO) seemingly influences the phenology of Neotropical migrants. The preponderance of climate correlations is with the early migratory period, not the median of arrival, suggesting that early spring conditions constrain the onset or rate of migration for some species. The seasonal arrival distribution provides considerable information about migratory passage beyond what is apparent from statistical analyses of phenology. A relationship between climate and fall phenology is not detected at this location. Analysis of the within-season complexity of migration, including multiple metrics of arrival, is essential to detect species’ responses to changing climate as well as evaluate the underlying biological mechanisms.
Correlation of AH-1G airframe flight vibration data with a coupled rotor-fuselage analysis
NASA Technical Reports Server (NTRS)
Sangha, K.; Shamie, J.
1990-01-01
The formulation and features of the Rotor-Airframe Comprehensive Analysis Program (RACAP) is described. The analysis employs a frequency domain, transfer matrix approach for the blade structural model, a time domain wake or momentum theory aerodynamic model, and impedance matching for rotor-fuselage coupling. The analysis is applied to the AH-1G helicopter, and a correlation study is conducted on fuselage vibration predictions. The purpose of the study is to evaluate the state-of-the-art in helicopter fuselage vibration prediction technology. The fuselage vibration predicted using RACAP are fairly good in the vertical direction and somewhat deficient in the lateral/longitudinal directions. Some of these deficiencies are traced to the fuselage finite element model.
Correlates of sedentary time in children: a multilevel modelling approach.
Gomes, Thayse Natacha; dos Santos, Fernanda Karina; Santos, Daniel; Pereira, Sara; Chaves, Raquel; Katzmarzyk, Peter Todd; Maia, José
2014-08-30
Sedentary behaviour (SB) has been implicated as a potential risk factor for chronic disease. Since children spend most of their awake time in schools, this study aimed to identify individual- and school-level correlates of sedentary time using a multilevel approach, and to determine if these correlates have a similar effect in normal weight (NW) and overweight/obese (O/O) children. Sample comprised 686 Portuguese children aged 9-10 years from 23 schools that took part in the ISCOLE project. Actigraph GT3X + accelerometers were used 24 hours/day for 7 days to assess sedentary time (daily minutes <100 counts/min); BMI was computed and WHO cut-points were used to classify subjects as NW or O/O. Sex, BMI, number of siblings, family income, computer use on school days, and sleep time on school days were used as individual-level correlates. At the school level, school size (number of students), percentage of students involved in sports or physical activity (PA) clubs, school promotion of active transportation, and students' access to equipment outside school hours were used. All multilevel modelling analysis was done in SPSS, WINPEPI, and HLM. School-level correlates explain ≈ 6.0% of the total variance in sedentary time. Results (β ± SE) showed that boys (-30.85 ± 5.23), children with more siblings (-8.56 ± 2.71) and those who sleep more (-17.78 ± 3.06) were less sedentary, while children with higher family income were more sedentary (4.32 ± 1.68). At the school level, no variable was significantly correlated with sedentary time. Among weight groups, variables related to sedentary time in NW were sex, sleep time and family income, while in O/O sex, number of siblings and sleep time were significant correlates. No school-level predictors were significantly associated in either of the weight groups. Notwithstanding the relevance of the school environment in the reduction of children's sedentary time, individual and family characteristics played a more relevant role than the school context in this study.
Segmentation of time series with long-range fractal correlations.
Bernaola-Galván, P; Oliver, J L; Hackenberg, M; Coronado, A V; Ivanov, P Ch; Carpena, P
2012-06-01
Segmentation is a standard method of data analysis to identify change-points dividing a nonstationary time series into homogeneous segments. However, for long-range fractal correlated series, most of the segmentation techniques detect spurious change-points which are simply due to the heterogeneities induced by the correlations and not to real nonstationarities. To avoid this oversegmentation, we present a segmentation algorithm which takes as a reference for homogeneity, instead of a random i.i.d. series, a correlated series modeled by a fractional noise with the same degree of correlations as the series to be segmented. We apply our algorithm to artificial series with long-range correlations and show that it systematically detects only the change-points produced by real nonstationarities and not those created by the correlations of the signal. Further, we apply the method to the sequence of the long arm of human chromosome 21, which is known to have long-range fractal correlations. We obtain only three segments that clearly correspond to the three regions of different G + C composition revealed by means of a multi-scale wavelet plot. Similar results have been obtained when segmenting all human chromosome sequences, showing the existence of previously unknown huge compositional superstructures in the human genome.
Rodríguez-Arias, Miquel Angel; Rodó, Xavier
2004-03-01
Here we describe a practical, step-by-step primer to scale-dependent correlation (SDC) analysis. The analysis of transitory processes is an important but often neglected topic in ecological studies because only a few statistical techniques appear to detect temporary features accurately enough. We introduce here the SDC analysis, a statistical and graphical method to study transitory processes at any temporal or spatial scale. SDC analysis, thanks to the combination of conventional procedures and simple well-known statistical techniques, becomes an improved time-domain analogue of wavelet analysis. We use several simple synthetic series to describe the method, a more complex example, full of transitory features, to compare SDC and wavelet analysis, and finally we analyze some selected ecological series to illustrate the methodology. The SDC analysis of time series of copepod abundances in the North Sea indicates that ENSO primarily is the main climatic driver of short-term changes in population dynamics. SDC also uncovers some long-term, unexpected features in the population. Similarly, the SDC analysis of Nicholson's blowflies data locates where the proposed models fail and provides new insights about the mechanism that drives the apparent vanishing of the population cycle during the second half of the series.
Moving Average Models with Bivariate Exponential and Geometric Distributions.
1985-03-01
ordinary time series and of point processes. Developments in Statistics, Vol. 1, P.R. Krishnaiah , ed. Academic Press, New York. [9] Esary, J.D. and...valued and discrete - valued time series with ARMA correlation structure. Multivariate Analysis V, P.R. Krishnaiah , ed. North-Holland. 151-166. [28
Space-time modeling of timber prices
Mo Zhou; Joseph Buongriorno
2006-01-01
A space-time econometric model was developed for pine sawtimber timber prices of 21 geographically contiguous regions in the southern United States. The correlations between prices in neighboring regions helped predict future prices. The impulse response analysis showed that although southern pine sawtimber markets were not globally integrated, local supply and demand...
Ryu, Ju Seok; Park, Donghwi; Oh, Yoongul; Lee, Seok Tae; Kang, Jin Young
2016-01-01
Background/Aims The purpose of this study was to develop new parameters of high-resolution manometry (HRM) and to applicate these to quantify the effect of bolus volume and texture on pharyngeal swallowing. Methods Ten healthy subjects prospectively swallowed dry, thin fluid 2 mL, thin fluid 5 mL, thin fluid 10 mL, and drinking twice to compare effects of bolus volume. To compare effect of texture, subjects swallowed thin fluid 5 mL, yogurt 5 mL, and bread twice. A 32-sensor HRM catheter and BioVIEW ANALYSIS software were used for data collection and analysis. HRM data were synchronized with kinematic analysis of videofluoroscopic swallowing study (VFSS) using epiglottis tilting. Results Linear correlation analysis for volume showed significant correlation for area of velopharynx, duration of velopharynx, pre-upper esophageal sphincter (UES) maximal pressure, minimal UES pressure, UES activity time, and nadir UES duration. In the correlation with texture, all parameters were not significantly different. The contraction of the velopharynx was faster than laryngeal elevation. The durations of UES relaxation was shorter in the kinematic analysis than HRM. Conclusions The bolus volume was shown to have significant effect on pharyngeal pressure and timing, but the texture did not show any effect on pharyngeal swallowing. The parameters of HRM were more sensitive than those of kinematic analysis. As the parameters of HRM are based on precise anatomic structure and the kinematic analysis reflects the actions of multiple anatomic structures, HRM and VFSS should be used according to their purposes. PMID:26598598
NASA Astrophysics Data System (ADS)
Magazù, Salvatore; Mezei, Ferenc; Migliardo, Federica
2018-05-01
In a variety of applications of inelastic neutron scattering spectroscopy the goal is to single out the elastic scattering contribution from the total scattered spectrum as a function of momentum transfer and sample environment parameters. The elastic part of the spectrum is defined in such a case by the energy resolution of the spectrometer. Variable elastic energy resolution offers a way to distinguish between elastic and quasi-elastic intensities. Correlation spectroscopy lends itself as an efficient, high intensity approach for accomplishing this both at continuous and pulsed neutron sources. On the one hand, in beam modulation methods the Liouville theorem coupling between intensity and resolution is relaxed and time-of-flight velocity analysis of the neutron velocity distribution can be performed with 50 % duty factor exposure for all available resolutions. On the other hand, the (quasi)elastic part of the spectrum generally contains the major part of the integrated intensity at a given detector, and thus correlation spectroscopy can be applied with most favorable signal to statistical noise ratio. The novel spectrometer CORELLI at SNS is an example for this type of application of the correlation technique at a pulsed source. On a continuous neutron source a statistical chopper can be used for quasi-random time dependent beam modulation and the total time-of-flight of the neutron from the statistical chopper to detection is determined by the analysis of the correlation between the temporal fluctuation of the neutron detection rate and the statistical chopper beam modulation pattern. The correlation analysis can either be used for the determination of the incoming neutron velocity or for the scattered neutron velocity, depending of the position of the statistical chopper along the neutron trajectory. These two options are considered together with an evaluation of spectrometer performance compared to conventional spectroscopy, in particular for variable resolution elastic neutron scattering (RENS) studies of relaxation processes and the evolution of mean square displacements. A particular focus of our analysis is the unique feature of correlation spectroscopy of delivering high and resolution independent beam intensity, thus the same statistical chopper scan contains both high intensity and high resolution information at the same time, and can be evaluated both ways. This flexibility for variable resolution data handling represents an additional asset for correlation spectroscopy in variable resolution work. Changing the beam width for the same statistical chopper allows us to additionally trade resolution for intensity in two different experimental runs, similarly for conventional single slit chopper spectroscopy. The combination of these two approaches is a capability of particular value in neutron spectroscopy studies requiring variable energy resolution, such as the systematic study of quasi-elastic scattering and mean square displacement. Furthermore the statistical chopper approach is particularly advantageous for studying samples with low scattering intensity in the presence of a high, sample independent background.
NASA Astrophysics Data System (ADS)
Kim, Kyungsik; Lee, Dong-In
2013-04-01
There is considerable interest in cross-correlations in collective modes of real data from atmospheric geophysics, seismology, finance, physiology, genomics, and nanodevices. If two systems interact mutually, that interaction gives rise to collective modes. This phenomenon is able to be analyzed using the cross-correlation of traditional methods, random matrix theory, and the detrended cross-correlation analysis method. The detrended cross-correlation analysis method was used in the past to analyze several models such as autoregressive fractionally integrated moving average processes, stock prices and their trading volumes, and taxi accidents. Particulate matter is composed of the organic and inorganic mixtures such as the natural sea salt, soil particle, vehicles exhaust, construction dust, and soot. The PM10 is known as the particle with the aerodynamic diameter (less than 10 microns) that is able to enter the human respiratory system. The PM10 concentration has an effect on the climate change by causing an unbalance of the global radiative equilibrium through the direct effect that blocks the stoma of plants and cuts off the solar radiation, different from the indirect effect that changes the optical property of clouds, cloudiness, and lifetime of clouds. Various factors contribute to the degree of the PM10 concentration. Notable among these are the land-use types, surface vegetation coverage, as well as meteorological factors. In this study, we analyze and simulate cross-correlations in time scales between the PM10 concentration and the meteorological factor (among temperature, wind speed and humidity) using the detrended cross-correlation analysis method through the removal of specific trends at eight cities in the Korean peninsula. We divide time series data into Asian dust events and non-Asian dust events to analyze the change of meteorological factors on the fluctuation of PM10 the concentration during Asian dust events. In particular, our result is compared to analytic findings from references published in all nations. ----------------------------------------------------------------- This work was supported by Center for the ASER (CATER 2012-6110) and by the NRFK through a grant provided by the KMEST(No.K1663000201107900).
Comparison of Abbott and Da-an real-time PCR for quantitating serum HBV DNA.
Qiu, Ning; Li, Rui; Yu, Jian-Guo; Yang, Wen; Zhang, Wei; An, Yong; Li, Tong; Liu, Xue-En; Zhuang, Hui
2014-09-07
To compare the performance of the Da-an real-time hepatitis B virus (HBV) DNA assay and Abbott RealTime HBV assay. HBV DNA standards as well as a total of 180 clinical serum samples from patients with chronic hepatitis B were measured using the Abbott and Da-an real-time polymerase chain reaction (PCR) assays. Correlation and Bland-Altman plot analysis was used to compare the performance of the Abbott and Da-an assays. The HBV DNA levels were logarithmically transformed for analysis. All statistical analyses were performed using SPSS for Windows version 18.0. The correlation between the two assays was analyzed by Pearson's correlation and linear regression. The Bland-Altman plots were used for the analysis of agreement between the two assays. A P value of < 0.05 was considered statistically significant. The HBV DNA values measured by the Abbott or Da-an assay were significantly correlated with the expected values of HBV DNA standards (r = 0.999, for Abbott; r = 0.987, for Da-an, P < 0.001). A Bland-Altman plot showed good agreement between these two assays in detecting HBV DNA standards. Among the 180 clinical serum samples, 126 were quantifiable by both assays. Fifty-two samples were detectable by the Abbott assay but below the detection limit of the Da-an assay. Moreover, HBV DNA levels measured by the Abbott assay were significantly higher than those of the Da-an assay (6.23 ± 1.76 log IU/mL vs 5.46 ± 1.55 log IU/mL, P < 0.001). A positive correlation was observed between HBV DNA concentrations determined by the two assays in 126 paired samples (r = 0.648, P < 0.001). One hundred and fifteen of 126 (91.3%) specimens tested with both assays were within mean difference ± 1.96 SD of HBV DNA levels. The Da-an assay presented lower sensitivity and a narrower linear range as compared to the Abbott assay, suggesting the need to be improved.
Research on Optimization of GLCM Parameter in Cell Classification
NASA Astrophysics Data System (ADS)
Zhang, Xi-Kun; Hou, Jie; Hu, Xin-Hua
2016-05-01
Real-time classification of biological cells according to their 3D morphology is highly desired in a flow cytometer setting. Gray level co-occurrence matrix (GLCM) algorithm has been developed to extract feature parameters from measured diffraction images ,which are too complicated to coordinate with the real-time system for a large amount of calculation. An optimization of GLCM algorithm is provided based on correlation analysis of GLCM parameters. The results of GLCM analysis and subsequent classification demonstrate optimized method can lower the time complexity significantly without loss of classification accuracy.
Nocturia in men is a chaotic condition dominated by nocturnal polyuria.
Fujimura, Tetsuya; Yamada, Yuta; Sugihara, Toru; Azuma, Takeshi; Suzuki, Motofumi; Fukuhara, Hiroshi; Nakagawa, Tohru; Kume, Haruki; Igawa, Yasuhiko; Homma, Yukio
2015-05-01
To characterize nocturia in men based on frequency volume chart data and symptom profiles assessed using the Core Lower Urinary Tract Symptom Score and Athens Insomnia Scale questionnaires. The Core Lower Urinary Tract Symptom Score and Athens Insomnia Scale questionnaires were administered to 299 consecutive treatment naïve men with nocturia (≥one time per night). Frequency volume chart data were recorded for 2 days. Correlations between nocturia and clinical characteristics including symptom scores, clinical diagnosis, Charlson Comorbidity Index, estimated glomerular filtration rate, uroflowmetry and prostate volume were analyzed. Patients were divided into five groups: one time (n = 36), two times (n = 65), three times (n = 85), four times (n = 78) and five times (n = 34) of nocturia. Age, prevalence or severity of chronic kidney disease, hyperlipidemia, low bladder capacity, nocturnal polyuria, urgency, bladder pain and sleep disorders were significantly correlated with the severity of nocturia. The Spearman correlation analysis identified eight possible independent factors for nocturia: age, estimated glomerular filtration rate, urgency, bladder pain, sleep quality, sleepiness during the day, average voided volume and nocturnal volume divided by body weight. Logistic regression analysis showed that nocturnal volume divided by body weight was the strongest factor of nocturia, and ≥7, 9 and 9.7 mL/kg were practical cut-off values of three, four and five times per night of nocturia, respectively. Nocturia in men is a chaotic condition dominated by nocturnal polyuria, and related to multiple factors including age, renal function, urgency, bladder pain, insomnia and bladder volume. © 2015 The Japanese Urological Association.
NASA Technical Reports Server (NTRS)
Davis, S. J.; Egolf, T. A.
1980-01-01
Acoustic characteristics predicted using a recently developed computer code were correlated with measured acoustic data for two helicopter rotors. The analysis, is based on a solution of the Ffowcs-Williams-Hawkings (FW-H) equation and includes terms accounting for both the thickness and loading components of the rotational noise. Computations are carried out in the time domain and assume free field conditions. Results of the correlation show that the Farrassat/Nystrom analysis, when using predicted airload data as input, yields fair but encouraging correlation for the first 6 harmonics of blade passage. It also suggests that although the analysis represents a valuable first step towards developing a truly comprehensive helicopter rotor noise prediction capability, further work remains to be done identifying and incorporating additional noise mechanisms into the code.
The Delicate Analysis of Short-Term Load Forecasting
NASA Astrophysics Data System (ADS)
Song, Changwei; Zheng, Yuan
2017-05-01
This paper proposes a new method for short-term load forecasting based on the similar day method, correlation coefficient and Fast Fourier Transform (FFT) to achieve the precision analysis of load variation from three aspects (typical day, correlation coefficient, spectral analysis) and three dimensions (time dimension, industry dimensions, the main factors influencing the load characteristic such as national policies, regional economic, holidays, electricity and so on). First, the branch algorithm one-class-SVM is adopted to selection the typical day. Second, correlation coefficient method is used to obtain the direction and strength of the linear relationship between two random variables, which can reflect the influence caused by the customer macro policy and the scale of production to the electricity price. Third, Fourier transform residual error correction model is proposed to reflect the nature of load extracting from the residual error. Finally, simulation result indicates the validity and engineering practicability of the proposed method.
International Space Station Future Correlation Analysis Improvements
NASA Technical Reports Server (NTRS)
Laible, Michael R.; Pinnamaneni, Murthy; Sugavanam, Sujatha; Grygier, Michael
2018-01-01
Ongoing modal analyses and model correlation are performed on different configurations of the International Space Station (ISS). These analyses utilize on-orbit dynamic measurements collected using four main ISS instrumentation systems: External Wireless Instrumentation System (EWIS), Internal Wireless Instrumentation System (IWIS), Space Acceleration Measurement System (SAMS), and Structural Dynamic Measurement System (SDMS). Remote Sensor Units (RSUs) are network relay stations that acquire flight data from sensors. Measured data is stored in the Remote Sensor Unit (RSU) until it receives a command to download data via RF to the Network Control Unit (NCU). Since each RSU has its own clock, it is necessary to synchronize measurements before analysis. Imprecise synchronization impacts analysis results. A study was performed to evaluate three different synchronization techniques: (i) measurements visually aligned to analytical time-response data using model comparison, (ii) Frequency Domain Decomposition (FDD), and (iii) lag from cross-correlation to align measurements. This paper presents the results of this study.
Dynamical Analysis of Stock Market Instability by Cross-correlation Matrix
NASA Astrophysics Data System (ADS)
Takaishi, Tetsuya
2016-08-01
We study stock market instability by using cross-correlations constructed from the return time series of 366 stocks traded on the Tokyo Stock Exchange from January 5, 1998 to December 30, 2013. To investigate the dynamical evolution of the cross-correlations, crosscorrelation matrices are calculated with a rolling window of 400 days. To quantify the volatile market stages where the potential risk is high, we apply the principal components analysis and measure the cumulative risk fraction (CRF), which is the system variance associated with the first few principal components. From the CRF, we detected three volatile market stages corresponding to the bankruptcy of Lehman Brothers, the 2011 Tohoku Region Pacific Coast Earthquake, and the FRB QE3 reduction observation in the study period. We further apply the random matrix theory for the risk analysis and find that the first eigenvector is more equally de-localized when the market is volatile.
NASA Astrophysics Data System (ADS)
Akın, Ata
2017-12-01
A theoretical framework, a partial correlation-based functional connectivity (PC-FC) analysis to functional near-infrared spectroscopy (fNIRS) data, is proposed. This is based on generating a common background signal from a high passed version of fNIRS data averaged over all channels as the regressor in computing the PC between pairs of channels. This approach has been employed to real data collected during a Stroop task. The results show a strong significance in the global efficiency (GE) metric computed by the PC-FC analysis for neutral, congruent, and incongruent stimuli (NS, CS, IcS; GEN=0.10±0.009, GEC=0.11±0.01, GEIC=0.13±0.015, p=0.0073). A positive correlation (r=0.729 and p=0.0259) is observed between the interference of reaction times (incongruent-neutral) and interference of GE values (GEIC-GEN) computed from [HbO] signals.
Tavakol, Najmeh; Kheiri, Soleiman; Sedehi, Morteza
2016-01-01
Time to donating blood plays a major role in a regular donor to becoming continues one. The aim of this study was to determine the effective factors on the interval between the blood donations. In a longitudinal study in 2008, 864 samples of first-time donors in Shahrekord Blood Transfusion Center, capital city of Chaharmahal and Bakhtiari Province, Iran were selected by a systematic sampling and were followed up for five years. Among these samples, a subset of 424 donors who had at least two successful blood donations were chosen for this study and the time intervals between their donations were measured as response variable. Sex, body weight, age, marital status, education, stay and job were recorded as independent variables. Data analysis was performed based on log-normal hazard model with gamma correlated frailty. In this model, the frailties are sum of two independent components assumed a gamma distribution. The analysis was done via Bayesian approach using Markov Chain Monte Carlo algorithm by OpenBUGS. Convergence was checked via Gelman-Rubin criteria using BOA program in R. Age, job and education were significant on chance to donate blood (P<0.05). The chances of blood donation for the higher-aged donors, clericals, workers, free job, students and educated donors were higher and in return, time intervals between their blood donations were shorter. Due to the significance effect of some variables in the log-normal correlated frailty model, it is necessary to plan educational and cultural program to encourage the people with longer inter-donation intervals to donate more frequently.
Screen time use in children under 3 years old: a systematic review of correlates.
Duch, Helena; Fisher, Elisa M; Ensari, Ipek; Harrington, Alison
2013-08-23
A large percentage (68%) of children under age 3 use screen media, such as television, DVDs and video games, on a daily basis. Research suggests that increased screen time in young children is linked to negative health outcomes, including increased BMI, decreased cognitive and language development and reduced academic success. Reviews on correlates of screen time for young children have included preschool age children and children up to age 7; however, none have focused specifically on correlates among infants and toddlers. As research suggests that screen media use increases with age, examining correlates of early media exposure is essential to reducing exposure later in life. Thus, this paper systemically reviews literature published between January 1999 and January 2013 on correlates of screen time among children between 0 and 36 months of age. Two methods were used to conduct this review: (1) Computerized searches of databases (PubMed, PsycINFO, ERIC, Medline); and (2) Reference sections of existing reviews and primary studies. Inclusion criteria were: (1) The article included separate data for children 36 months and younger, (2) English language, (3) peer reviewed article, (4) analysis reported for screen viewing as a dependent variable, (5) original research article and, (6) examined correlates or associations between screen time and other demographic, contextual or behavioral variables. Articles were compiled between 2011 and 2013 and evaluation occurred in 2012 and 2013. The literature search identified 29 studies that met inclusion criteria. These studies investigated a total of 33 potential correlates, which were examined in this review. Findings suggest demographic variables most commonly correlated with high screen time among infants and toddlers are child's age (older) and race/ethnicity (minority). Child BMI, maternal distress/depression, television viewing time of the mother and cognitive stimulation in the home environment were also associated with screen media use. Studies reported that child sex, first born status, paternal education, non-English speaking family, two-parent household, number of children in the home and non-parental childcare were not associated with screen time among children aged 0-36 months. Associations were unclear (fewer than 60% of studies report an association) for maternal age, maternal education and household income. The remaining correlates were investigated in fewer than three studies and thus not coded for an association. The correlates identified in this study point to avenues for intervention to reduce screen time use in young children. However, further research is necessary to explore a number of environmental, socio-cultural and behavioral correlates that are under-examined in this population and may further inform prevention and intervention strategies.
Li, Pu; Qin, Chao; Cao, Qiang; Li, Jie; Lv, Qiang; Meng, Xiaoxin; Ju, Xiaobing; Tang, Lijun; Shao, Pengfei
2016-10-01
To evaluate the feasibility and efficiency of laparoscopic partial nephrectomy (LPN) with segmental renal artery clamping, and to analyse the factors affecting postoperative renal function. We conducted a retrospective analysis of 466 consecutive patients undergoing LPN using main renal artery clamping (group A, n = 152) or segmental artery clamping (group B, n = 314) between September 2007 and July 2015 in our department. Blood loss, operating time, warm ischaemia time (WIT) and renal function were compared between groups. Univariable and multivariable linear regression analyses were applied to assess the correlations of selected variables with postoperative glomerular filtration rate (GFR) reduction. Volumetric data and estimated GFR of a subset of 60 patients in group B were compared with GFR to evaluate the correlation between these functional variables and preserved renal function after LPN. The novel technique slightly increased operating time, WIT and intra-operative blood loss (P < 0.001), while it provided better postoperative renal function (P < 0.001) compared with the conventional technique. The blocking method and tumour characteristics were independent factors affecting GFR reduction, while WIT was not an independent factor. Correlation analysis showed that estimated GFR presented better correlation with GFR compared with kidney volume (R(2) = 0.794 cf. R(2) = 0.199) in predicting renal function after LPN. LPN with segmental artery clamping minimizes warm ischaemia injury and provides better early postoperative renal function compared with clamping the main renal artery. Kidney volume has a significantly inferior role compared with eGFR in predicting preserved renal function. © 2016 The Authors BJU International © 2016 BJU International Published by John Wiley & Sons Ltd.
Hasegawa, Daisuke; Onishi, Hideo; Matsutomo, Norikazu
2016-02-01
This study aimed to evaluate the novel index of hepatic receptor (IHR) on the regression analysis derived from time activity curve of the liver for hepatic functional reserve. Sixty patients had undergone (99m)Tc-galactosyl serum albumin ((99m)Tc-GSA) scintigraphy in the retrospective clinical study. Time activity curves for liver were obtained by region of interest (ROI) on the whole liver. A novel hepatic functional predictor was calculated with multiple regression analysis of time activity curves. In the multiple regression function, the objective variables were the indocyanine green (ICG) retention rate at 15 min, and the explanatory variables were the liver counts in 3-min intervals until end from beginning. Then, this result was defined by IHR, and we analyzed the correlation between IHR and ICG, uptake ratio of the heart at 15 minutes to that at 3 minutes (HH15), uptake ratio of the liver to the liver plus heart at 15 minutes (LHL15), and index of convexity (IOC). Regression function of IHR was derived as follows: IHR=0.025×L(6)-0.052×L(12)+0.027×L(27). The multiple regression analysis indicated that liver counts at 6 min, 12 min, and 27 min were significantly related to objective variables. The correlation coefficient between IHR and ICG was 0.774, and the correlation coefficient between ICG and conventional indices (HH15, LHL15, and IOC) were 0.837, 0.773, and 0.793, respectively. IHR had good correlation with HH15, LHL15, and IOC. The finding results suggested that IHR would provide clinical benefit for hepatic functional assessment in the (99m)Tc-GSA scintigraphy.
NASA Astrophysics Data System (ADS)
Rachman, B. E.; Khairunisa, S. Q.; Witaningrum, A. M.; Yunifiar, M. Q.; Nasronudin
2018-03-01
Several factors such as host and viral factors can affect the progression of HIV/AIDS. This study aims to identify the correlation viral factors, especially the HIV-1 subtype with HIV/AIDS progression. Inpatient HIV/AIDS during the period March to September 2017 and willing to participate are included in the study. Historical data of disease and treatment was taken by medical record. Blood samples were amplified, sequenced and undergone phylogenetic analysis. Linear regression analysis was used to estimate beta coefficient (β) and 95%CI of HIV/AIDS progression (measured by the CD4 change rate, ΔCD4 cell count/time span in months).This study has 17 samples. The HIV-1 subtype was dominated by CRF01_AE (81.8%) followed by subtype B (18.2%). There was significant correlation between subtype HIV-1 (p = 0.04) and body mass index (p = 0.038) with HIV/AIDS clinical stage. Many factors were assumed to be correlated with increased rate of CD4, but we only subtype HIV-1 had a significant correlation (p = 0.024) with it. From multivariate analysis, we also found that subtype HIV-1 had a significant correlation (β = 0.788, 95%CI: 17.5-38.6, p = 0.004).
Segmentation of the Speaker's Face Region with Audiovisual Correlation
NASA Astrophysics Data System (ADS)
Liu, Yuyu; Sato, Yoichi
The ability to find the speaker's face region in a video is useful for various applications. In this work, we develop a novel technique to find this region within different time windows, which is robust against the changes of view, scale, and background. The main thrust of our technique is to integrate audiovisual correlation analysis into a video segmentation framework. We analyze the audiovisual correlation locally by computing quadratic mutual information between our audiovisual features. The computation of quadratic mutual information is based on the probability density functions estimated by kernel density estimation with adaptive kernel bandwidth. The results of this audiovisual correlation analysis are incorporated into graph cut-based video segmentation to resolve a globally optimum extraction of the speaker's face region. The setting of any heuristic threshold in this segmentation is avoided by learning the correlation distributions of speaker and background by expectation maximization. Experimental results demonstrate that our method can detect the speaker's face region accurately and robustly for different views, scales, and backgrounds.
Long-term behaviour and cross-correlation water quality analysis of the River Elbe, Germany.
Lehmann, A; Rode, M
2001-06-01
This study analyses weekly data samples from the river Elbe at Magdeburg between 1984 and 1996 to investigate the changes in metabolism and water quality in the river Elbe since the German reunification in 1990. Modelling water quality variables by autoregressive component models and ARIMA models reveals the improvement of water quality due to the reduction of waste water emissions since 1990. The models are used to determine the long-term and seasonal behaviour of important water quality variables. Organic and heavy metal pollution parameters showed a significant decrease since 1990, however, no significant change of chlorophyll-a as a measure for primary production could be found. A new procedure for testing the significance of a sample correlation coefficient is discussed, which is able to detect spurious sample correlation coefficients without making use of time-consuming prewhitening. The cross-correlation analysis is applied to hydrophysical, biological, and chemical water quality variables of the river Elbe since 1984. Special emphasis is laid on the detection of spurious sample correlation coefficients.
Syed, Maleeha F; Lindquist, Martin A; Pillai, Jay J; Agarwal, Shruti; Gujar, Sachin K; Choe, Ann S; Caffo, Brian; Sair, Haris I
2017-12-01
Functional connectivity in resting-state functional magnetic resonance imaging (rs-fMRI) has received substantial attention since the initial findings of Biswal et al. Traditional network correlation metrics assume that the functional connectivity in the brain remains stationary over time. However, recent studies have shown that robust temporal fluctuations of functional connectivity among as well as within functional networks exist, challenging this assumption. In this study, these dynamic correlation differences were investigated between the dorsal and ventral sensorimotor networks by applying the dynamic conditional correlation model to rs-fMRI data of 20 healthy subjects. k-Means clustering was used to determine an optimal number of discrete connectivity states (k = 10) of the sensorimotor system across all subjects. Our analysis confirms the existence of differences in dynamic correlation between the dorsal and ventral networks, with highest connectivity found within the ventral motor network.
Direct modulation of aberrant brain network connectivity through real-time NeuroFeedback.
Ramot, Michal; Kimmich, Sara; Gonzalez-Castillo, Javier; Roopchansingh, Vinai; Popal, Haroon; White, Emily; Gotts, Stephen J; Martin, Alex
2017-09-16
The existence of abnormal connectivity patterns between resting state networks in neuropsychiatric disorders, including Autism Spectrum Disorder (ASD), has been well established. Traditional treatment methods in ASD are limited, and do not address the aberrant network structure. Using real-time fMRI neurofeedback, we directly trained three brain nodes in participants with ASD, in which the aberrant connectivity has been shown to correlate with symptom severity. Desired network connectivity patterns were reinforced in real-time, without participants' awareness of the training taking place. This training regimen produced large, significant long-term changes in correlations at the network level, and whole brain analysis revealed that the greatest changes were focused on the areas being trained. These changes were not found in the control group. Moreover, changes in ASD resting state connectivity following the training were correlated to changes in behavior, suggesting that neurofeedback can be used to directly alter complex, clinically relevant network connectivity patterns.
Self-affinity in the dengue fever time series
NASA Astrophysics Data System (ADS)
Azevedo, S. M.; Saba, H.; Miranda, J. G. V.; Filho, A. S. Nascimento; Moret, M. A.
2016-06-01
Dengue is a complex public health problem that is common in tropical and subtropical regions. This disease has risen substantially in the last three decades, and the physical symptoms depict the self-affine behavior of the occurrences of reported dengue cases in Bahia, Brazil. This study uses detrended fluctuation analysis (DFA) to verify the scale behavior in a time series of dengue cases and to evaluate the long-range correlations that are characterized by the power law α exponent for different cities in Bahia, Brazil. The scaling exponent (α) presents different long-range correlations, i.e. uncorrelated, anti-persistent, persistent and diffusive behaviors. The long-range correlations highlight the complex behavior of the time series of this disease. The findings show that there are two distinct types of scale behavior. In the first behavior, the time series presents a persistent α exponent for a one-month period. For large periods, the time series signal approaches subdiffusive behavior. The hypothesis of the long-range correlations in the time series of the occurrences of reported dengue cases was validated. The observed self-affinity is useful as a forecasting tool for future periods through extrapolation of the α exponent behavior. This complex system has a higher predictability in a relatively short time (approximately one month), and it suggests a new tool in epidemiological control strategies. However, predictions for large periods using DFA are hidden by the subdiffusive behavior.
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies
NASA Astrophysics Data System (ADS)
Conlon, T.; Crane, M.; Ruskin, H. J.
2008-09-01
The wide acceptance of Hedge Funds by Institutional Investors and Pension Funds has led to an explosive growth in assets under management. These investors are drawn to Hedge Funds due to the seemingly low correlation with traditional investments and the attractive returns. The correlations and market risk (the Beta in the Capital Asset Pricing Model) of Hedge Funds are generally calculated using monthly returns data, which may produce misleading results as Hedge Funds often hold illiquid exchange-traded securities or difficult to price over-the-counter securities. In this paper, the Maximum Overlap Discrete Wavelet Transform (MODWT) is applied to measure the scaling properties of Hedge Fund correlation and market risk with respect to the S&P 500. It is found that the level of correlation and market risk varies greatly according to the strategy studied and the time scale examined. Finally, the effects of scaling properties on the risk profile of a portfolio made up of Hedge Funds is studied using correlation matrices calculated over different time horizons.
A LISREL Model for the Analysis of Repeated Measures with a Patterned Covariance Matrix.
ERIC Educational Resources Information Center
Rovine, Michael J.; Molenaar, Peter C. M.
1998-01-01
Presents a LISREL model for the estimation of the repeated measures analysis of variance (ANOVA) with a patterned covariance matrix. The model is demonstrated for a 5 x 2 (Time x Group) ANOVA in which the data are assumed to be serially correlated. Similarities with the Statistical Analysis System PROC MIXED model are discussed. (SLD)
Noise induced hearing loss of forest workers in Turkey.
Tunay, M; Melemez, K
2008-09-01
In this study, a total number of 114 workers who were in 3 different groups in terms of age and work underwent audiometric analysis. In order to determine whether there was a statistically significant difference between the hearing loss levels of the workers who were included in the study, variance analysis was applied with the help of the data obtained as a result of the evaluation. Correlation and regression analysis were applied in order to determine the relations between hearing loss and their age and their time of work. As a result of the variance analysis, statistically significant differences were found at 500, 2000 and 4000 Hz frequencies. The most specific difference was observed among chainsaw machine operators at 4000 Hz frequency, which was determined by the variance analysis. As a result of the correlation analysis, significant relations were found between time of work and hearing loss in 0.01 confidence level and between age and hearing loss in 0.05 confidence level. Forest workers using chainsaw machines should be informed, they should wear or use protective materials and less noising chainsaw machines should be used if possible and workers should undergo audiometric tests when they start work and once a year.
Wagner, Glenn J.; Goggin, Kathy; Mindry, Deborah; Beyeza-Kashesya, Jolly; Finocchario-Kessler, Sarah; Woldetsadik, Mahlet Atakilt; Khanakwa, Sarah; Wanyenze, Rhoda K.
2014-01-01
We examined the correlates of use of safer conception methods (SCM) in a sample of 400 Ugandan HIV clients (75% female; 61% on antiretroviral therapy; 61% with HIV-negative or unknown status partners) in heterosexual relationships with fertility intentions. SCM assessed included timed unprotected intercourse, manual self-insemination, sperm washing, and pre-exposure prophylaxis (PrEP). In the 6 months prior to baseline, 47 (12%) reported using timed unprotected intercourse to reduce risk of HIV infection (or re-infection), none had used manual self-insemination or sperm washing, and 2 had used PrEP. In multiple regression analysis, correlates of use of timed unprotected intercourse included greater perceptions of partner’s willingness to use SCM and providers’ stigma of childbearing among people living with HIV, higher SCM knowledge, and desire for a child within the next 6 months. These findings highlight the need for policy and provider training regarding integration of couples’ safer conception counselling into HIV care. PMID:25280448
NASA Astrophysics Data System (ADS)
Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi
2016-11-01
Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.
Characteristic analysis on UAV-MIMO channel based on normalized correlation matrix.
Gao, Xi jun; Chen, Zi li; Hu, Yong Jiang
2014-01-01
Based on the three-dimensional GBSBCM (geometrically based double bounce cylinder model) channel model of MIMO for unmanned aerial vehicle (UAV), the simple form of UAV space-time-frequency channel correlation function which includes the LOS, SPE, and DIF components is presented. By the methods of channel matrix decomposition and coefficient normalization, the analytic formula of UAV-MIMO normalized correlation matrix is deduced. This formula can be used directly to analyze the condition number of UAV-MIMO channel matrix, the channel capacity, and other characteristic parameters. The simulation results show that this channel correlation matrix can be applied to describe the changes of UAV-MIMO channel characteristics under different parameter settings comprehensively. This analysis method provides a theoretical basis for improving the transmission performance of UAV-MIMO channel. The development of MIMO technology shows practical application value in the field of UAV communication.
Characteristic Analysis on UAV-MIMO Channel Based on Normalized Correlation Matrix
Xi jun, Gao; Zi li, Chen; Yong Jiang, Hu
2014-01-01
Based on the three-dimensional GBSBCM (geometrically based double bounce cylinder model) channel model of MIMO for unmanned aerial vehicle (UAV), the simple form of UAV space-time-frequency channel correlation function which includes the LOS, SPE, and DIF components is presented. By the methods of channel matrix decomposition and coefficient normalization, the analytic formula of UAV-MIMO normalized correlation matrix is deduced. This formula can be used directly to analyze the condition number of UAV-MIMO channel matrix, the channel capacity, and other characteristic parameters. The simulation results show that this channel correlation matrix can be applied to describe the changes of UAV-MIMO channel characteristics under different parameter settings comprehensively. This analysis method provides a theoretical basis for improving the transmission performance of UAV-MIMO channel. The development of MIMO technology shows practical application value in the field of UAV communication. PMID:24977185
Time-varying spectral analysis for comparison of HRV and PPG variability during tilt table test.
Gil, Eduardo; Orini, Michele; Bailon, Raquel; Vergara, Jose Maria; Mainardi, Luca; Laguna, Pablo
2010-01-01
In this work we assessed the possibility of using the pulse rate variability (PRV) extracted from photoplethysmography signal as an alternative measurement of the HRV signal in non-stationary conditions. The study is based on the analysis of the changes observed during tilt table test in the heart rate modulation of 17 young subjects. Time-varying spectral properties of both signals were compared by time-frequency (TF) and TF coherence analysis. In addition, the effect of replacing PRV with HRV in the assessment of the changes of the autonomic modulation of the heart rate was considered. Time-frequency analysis revealed that: the TF spectra of both signals were highly correlated (0.99 ± 0.01); the difference between the instantaneous power, in LF and HF bands, obtained from HRV and PRV was small (, 10(-3) s(-2)) and their temporal patterns were highly correlated (0.98 ± 0.04 and 0.95 ± 0.06 in LF and HF bands respectively); TF coherence in LF and HF bands was high (0.97 ± 0.04 and 0.89 ± 0.08, respectively). Finally, the instantaneous power in LF band was observed to significantly increase during head-up tilt by both HRV and PRV analysis. These results suggest that, although some small differences in the time-varying spectral indices extracted from HRV and PRV exist, mainly in the HF band associated with respiration, PRV could be used as an acceptable surrogate of HRV during non-stationary conditions, at least during tilt table test.
ERIC Educational Resources Information Center
Smallwood, Jonathan; McSpadden, Merrill; Luus, Bryan; Schooler, Joanthan
2008-01-01
Using principal component analysis, we examined whether structural properties in the time series of response time would identify different mental states during a continuous performance task. We examined whether it was possible to identify regular patterns which were present in blocks classified as lacking controlled processing, either…
The association between arithmetic and reading performance in school: A meta-analytic study.
Singer, Vivian; Strasser, Kathernie
2017-12-01
Many studies of school achievement find a significant association between reading and arithmetic achievement. The magnitude of the association varies widely across the studies, but the sources of this variation have not been identified. The purpose of this paper is to examine the magnitude and determinants of the relation between arithmetic and reading performance during elementary and middle school years. We meta-analyzed 210 correlations between math and reading measures, coming from 68 independent samples (the overall sample size was 58923 participants). The meta-analysis yielded an average correlation of 0.55 between math and reading measures. Among the moderators tested, only transparency of orthography and use of timed or untimed tests were significant in explaining the size of the correlation, with the largest correlations observed between timed measures of arithmetic and reading and between math and reading in opaque orthographies. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
NASA Astrophysics Data System (ADS)
Sharma, D.; Miller, R. L.
2017-12-01
Dust influences the Indian summer monsoon on seasonal timescales by perturbing atmospheric radiation. On weekly time scales, aerosol optical depth retrieved by satellite over the Arabian Sea is correlated with Indian monsoon precipitation. This has been interpreted to show the effect of dust radiative heating on Indian rainfall on synoptic (few-day) time scales. However, this correlation is reproduced by Earth System Model simulations, where dust is present but its radiative effect is omitted. Analysis of daily variability suggests that the correlation results from the effect of precipitation on dust through the associated cyclonic circulation. Boundary layer winds that deliver moisture to India are responsible for dust outbreaks in source regions far upwind, including the Arabian Peninsula. This suggests that synoptic variations in monsoon precipitation over India enhance dust emission and transport to the Arabian Sea. The effect of dust radiative heating upon synoptic monsoon variations remains to be determined.
Sadygov, Rovshan G; Maroto, Fernando Martin; Hühmer, Andreas F R
2006-12-15
We present an algorithmic approach to align three-dimensional chromatographic surfaces of LC-MS data of complex mixture samples. The approach consists of two steps. In the first step, we prealign chromatographic profiles: two-dimensional projections of chromatographic surfaces. This is accomplished by correlation analysis using fast Fourier transforms. In this step, a temporal offset that maximizes the overlap and dot product between two chromatographic profiles is determined. In the second step, the algorithm generates correlation matrix elements between full mass scans of the reference and sample chromatographic surfaces. The temporal offset from the first step indicates a range of the mass scans that are possibly correlated, then the correlation matrix is calculated only for these mass scans. The correlation matrix carries information on highly correlated scans, but it does not itself determine the scan or time alignment. Alignment is determined as a path in the correlation matrix that maximizes the sum of the correlation matrix elements. The computational complexity of the optimal path generation problem is reduced by the use of dynamic programming. The program produces time-aligned surfaces. The use of the temporal offset from the first step in the second step reduces the computation time for generating the correlation matrix and speeds up the process. The algorithm has been implemented in a program, ChromAlign, developed in C++ language for the .NET2 environment in WINDOWS XP. In this work, we demonstrate the applications of ChromAlign to alignment of LC-MS surfaces of several datasets: a mixture of known proteins, samples from digests of surface proteins of T-cells, and samples prepared from digests of cerebrospinal fluid. ChromAlign accurately aligns the LC-MS surfaces we studied. In these examples, we discuss various aspects of the alignment by ChromAlign, such as constant time axis shifts and warping of chromatographic surfaces.
Windowed multitaper correlation analysis of multimodal brain monitoring parameters.
Faltermeier, Rupert; Proescholdt, Martin A; Bele, Sylvia; Brawanski, Alexander
2015-01-01
Although multimodal monitoring sets the standard in daily practice of neurocritical care, problem-oriented analysis tools to interpret the huge amount of data are lacking. Recently a mathematical model was presented that simulates the cerebral perfusion and oxygen supply in case of a severe head trauma, predicting the appearance of distinct correlations between arterial blood pressure and intracranial pressure. In this study we present a set of mathematical tools that reliably detect the predicted correlations in data recorded at a neurocritical care unit. The time resolved correlations will be identified by a windowing technique combined with Fourier-based coherence calculations. The phasing of the data is detected by means of Hilbert phase difference within the above mentioned windows. A statistical testing method is introduced that allows tuning the parameters of the windowing method in such a way that a predefined accuracy is reached. With this method the data of fifteen patients were examined in which we found the predicted correlation in each patient. Additionally it could be shown that the occurrence of a distinct correlation parameter, called scp, represents a predictive value of high quality for the patients outcome.
20 Meter Solar Sail Analysis and Correlation
NASA Technical Reports Server (NTRS)
Taleghani, B.; Lively, P.; Banik, J.; Murphy, D.; Trautt, T.
2005-01-01
This presentation discusses studies conducted to determine the element type and size that best represents a 20-meter solar sail under ground-test load conditions, the performance of test/Analysis correlation by using Static Shape Optimization Method for Q4 sail, and system dynamic. TRIA3 elements better represent wrinkle patterns than do QUAD3 elements Baseline, ten-inch elements are small enough to accurately represent sail shape, and baseline TRIA3 mesh requires a reasonable computation time of 8 min. 21 sec. In the test/analysis correlation by using Static shape optimization method for Q4 sail, ten parameters were chosen and varied during optimization. 300 sail models were created with random parameters. A response surfaces for each targets which were created based on the varied parameters. Parameters were optimized based on response surface. Deflection shape comparison for 0 and 22.5 degrees yielded a 4.3% and 2.1% error respectively. For the system dynamic study testing was done on the booms without the sails attached. The nominal boom properties produced a good correlation to test data the frequencies were within 10%. Boom dominated analysis frequencies and modes compared well with the test results.